The episode opens with Rafiki telling a spooky story to Kion, Bunga, Fuli, Ono, Mtoto, a Young Rhino, a hare and the Porcupine Brothers outside his tree. He describes to them a creature known as The Zimwi, frightening the youngest members. Rafiki then calms down, explaining that the creature only enters the Pride Lands on a full moon. Bunga is quick to point out that the night is a full moon, and Rafiki warns them that they may encounter the Zimwi's call that very night.
Suddenly, strange noises creep around them, frightening all but Kion, who approaches the bush from where the noises are emerging from. He orders them to come out, and Beshte reveals himself. Fuli asks why he's bellowing so late at night, and the hippo explains that he has an audition with The Bellow Fellows in the morning. If he passes the audition, he will be allowed to bellow with them. He also confesses that he is nervous about bellowing in front of them. Rafiki becomes slightly agitated, since the attention has left his story in favor of Beshte's. Bunga and Mtoto call him back, eager to hear the rest of the tale. When Rafiki confirms that they're not going to be too scared, he further describes the Zimwi to them. At the end of his song, the youngsters become frightened again, but Kion assures them that it's just a story. When Fuli turns to Rafiki for confirmation, he answers ambiguously, ushering the children away to sleep. Kion thanks Rafiki for the story, and he and the Guard leave with them.
Mtoto, still frightened, looks to Kion for assurance that the Zimwi isn't real. Kion is adamant that it's just a story, and the Guard agrees with statement. However, a harsh wind rushes past and scares the children again whilst exciting Bunga. When it dies down, Kion suggests that they sleep together that night. The youngsters agree and wander off, with the Young Rhino commenting that it could be fun. Beshte agrees that it does sound fun, and suggests that they do it too. Bunga says that they can sleep together at Hakuna Matata Falls, and that his uncles surely won't mind. Beshte bellows in joy, which frightens the youngsters nearby. He apologises, before continuing with the Lion Guard to Hakuna Matata Falls.
Mtoto, Young Rhino and the hare all snuggle together next to a rock, when Young Rhino is awoken by a strange noise. He notices some rustling in the bushes, and declares it to be the Zimwi. He runs away, and, after seeing the slight rustle, Mtoto and the hare join him. Three gazelles then poke their heads up from the bushes and look at each other before diving back into the bushes.
At Hakuna Matata Falls, the Lion Guard sleep peacefully near the waterfall when they are awoken by the three youngsters. They explain that they have seen the Zimwi themselves, though Kion is still dubious. They repeat the description given to them by Rafiki, but Kion once again declares that the Zimwi doesn't exist. They are startled by a strange screeching noise, which turns out to be Timon scratching a large tree branch against a stone wall. Timon then reveals that he himself knows all about the Zimwi, and Pumbaa informs them that Timon is the only animal in the Pride Lands to survive an encounter with the Zimwi. Kion questions if they have both seen it, but Pumbaa explains that only Timon has. The meerkat responds with 'more or less' which further puts doubt in Kion's mind. Timon then admits that he hasn't seen it personally, and that his ma's cousin's friend knows an ox that ran into the Zimwi, and that he was eaten by it. Although the youngsters become frightened again, Kion asks Timon how the ox could have told anyone that it was the Zimwi if he was eaten. Timon replies that Kion would have to ask the ox. He ends with his point being that there's nothing they can do about the Zimwi. But Kion believes that the Lion Guard can do something, and he promises that if the Zimwi really is in the Pride Lands, that they'll chase it out. Bunga adds that they'll get eaten trying otherwise, which upsets Pumbaa who worries about how brave Bunga is. Kion then leads the Lion Guard out.
The Lion Guard search the Pride Lands at night, with Bunga getting excited at the prospect of finding the Zimwi. With Beshte, Ono and Fuli remaining neutral towards the possibility, Kion remains certain that the Zimwi is nothing more than a story. They come to the entrance of a forest, and some small creatures dash past them. They race down to locate the unknown animals, and they turn out to be genets. Genet apologises for startling Ono. Beshte then questions what they're doing, and they respond that they're going home. Bunga believes it to be a good idea, and mentions the Zimwi to them. They are uncertain as to what the Zimwi is, and Bunga begins to describe it to them and, despite Kion and Fuli's warnings to him, he manages to frighten the genets. After Bunga tells them that the Lion Guard is on the case they race away scared, and the rest of the Guard scold Bunga for putting ideas into their head. Bunga then agrees not to mention the Zimwi anymore.
They enter the forest, and Ono confesses that he is slightly on edge. Beshte and Fuli assure him that Kion is probably right, and point out how quiet it is, though Ono believes it to be too quiet. Without warning, a loud noise startles the Guard. Thurston comes racing past them, panicking and running. Kion is able to calm him down and asks what he's so upset about, and Bunga accidentally blurts out the Zimwi's name again. Thurston is rather disgusted at the idea that he would be worried about the Zimwi and, when questioned by Beshte, comments that it's just a story. After Kion thanks him for backing him up, Thurston laughs over the idea. Fuli asks what exactly had him spooked and Thurston immediately forgets. He soon remembers that it was the genets, and frightens himself by thinking of them again. He rushes away, and the Lion Guard continue.
They move through the forest, and when an owl hoots, Bunga brings up the Zimwi again. When more bellowing occurs, they turn around to see Beshte still practising. Kion once again declares there to be no Zimwi, and they move forward, with Ono not sure what's scarier - Beshte or the Zimwi.
Soon, they approach a canyon. Before they enter, several eyes in a nearby bush peer towards the Lion Guard. Kion becomes slightly nervous, as do the rest of the Guard. He feels as though they're being watched from the bushes, and calls for them to move in whilst Bunga continues to make references to the Zimwi. They surround the bushes and, just as they're about to attack, some gazelles leap out, frightened and begging the Guard not to hurt them. They assume that these are the creatures they've been looking for, and Beshte asks them what they're hiding from. They respond with 'the Zimwi', which worries Ono. Bunga becomes excited, but loses his rush when Kion once again declares there to be no Zimwi. However, the gazelles direct their attention to a shadow in the canyons before leaping back into the bush. This time, even Kion loses his confidence as he watches the shadow escape into the canyon. Together, they cautiously walk into the ravine, where Kion comments that it leads to a dead end.
As they get closer to the figure, the moon becomes enshrouded by clouds, and thunder booms in the distance. They see the tall figure in the darkness up close and cry out 'Zimwi' in fear. All but Bunga retreat back the way they came. The honey badger steps forward, but before he can get any closer, Beshte returns and scoops him up using his snout. On their way back, the Lion Guard startle the gazelles, who begin to stampede around the small area. Kion quickly devises a plan, and asks Beshte to make a clearing for the gazelles to run through. He does so, and the gazelles run through it. Kion leaves the gazelles to wear themselves out, whilst lamenting slightly over the fact that they themselves caused that problem in the first place by running away. When Bunga confronts Kion on the matter of the Zimwi, Kion explains that he never believed it to be real, hence his lack of fear. But when he believed in the Zimwi, he became scared. He soon realises that it's okay to be scared, but the Lion Guard need to deal with it.
He leads them back to the Zimwi, and calls up to it. The Zimwi makes soft noises, before rolling off a tall mound. Although startled by it, Kion orders the Guard to go in. They halt when the Zimwi asks them not to hurt them, and watch with slight fear as the Zimwi separates into two creatures. It is revealed that the Porcupine Brothers were huddled together, and that gave the illusion of a much more frightening creature. Beshte is disappointed with himself for being spooked by them, but Kion tells him not to worry, since everyone was spooked by Rafiki's story. Bunga then questions their giant body, but Ono confirms that it's a termite mound. Bunga leaves the Guard to feast on the insects, whilst the porcupines explain that they ran up there when the Lion Guard chased them. Fuli is mildly amused at their mistake, whilst Bunga enjoys a snack.
The next morning, Beshte prepares for his audition. The Bellow Fellows emerge from the water and take their place on some rocks nearby in Big Springs. Fuli asks Beshte if these are the hippos that he needs to bellow for, and Beshte confirms it, though also adds that he's still scared. Kion reminds him that he stood up to the Zimwi, despite not knowing that it wasn't real, which gives Beshte the confidence boost he needed. He approaches the three hippos and, after a brief pause, starts to bellow. The Lion Guard are worried, though when Beshte finishes, much to his own surprise, the Bellow Fellows announce that they love it, and that he's free to start bellowing with them whenever he wants to. Beshte then asks them if he can do it now, and they begin to bellow together. Bunga then ends by saying "Now that's scary", whilst members of Basi's Pod approach Beshte nearby.