"The Secret of the Grand Mansion: The Missing Girls" features ten members of WJSN - Seola, EXY, Bona, Soobin, Luda, Dawon, Eunseo, Yeoreum, Dayoung, and Yeonjung - seen drifting on an empty planet after an inexplicable horror derailed their travel to an awards ceremony. With the girls finding the Grand Mansion, the story begins as their curiosity is piqued with traces of someone in the mansion.