"Rozen Maiden" centers around Jun Sakurada, a reclusive middle school student who withdraws from society after a traumatic incident. He spends his days ordering items online only to return them, avoiding human interaction. One day, he receives a mysterious letter asking if he will "wind" or "not wind." Choosing to wind, he receives a doll named Shinku, a sentient, aristocratic doll who is part of the Rozen Maidens—a group of living dolls created by the enigmatic Rozen. These dolls are destined to compete in the Alice Game, a battle to determine who will become the perfect girl, Alice, and meet their creator.

Shinku, the fifth Rozen Maiden, forms a contract with Jun, making him her "medium" and granting her the ability to fight using his life energy. As the story progresses, Jun becomes entangled in the Alice Game, encountering other Rozen Maidens, each with distinct personalities and motivations. Suigintou, the first Rozen Maiden, is driven by bitterness and a desire for perfection, while Souseiseki, the third, and her twin sister Suiseiseki, the fourth, represent contrasting ideals of duty and freedom. Hinaichigo, the second Rozen Maiden, is childlike and naive, and Kanaria, the sixth, is comically inept but determined. The seventh doll, Barasuishou, emerges later as a wildcard in the game.

The narrative explores themes of identity, purpose, and the consequences of human emotions as the dolls grapple with their roles in the Alice Game. Jun's journey is one of gradual self-discovery, as his interactions with Shinku and the other dolls force him to confront his fears and re-engage with the world. The series balances moments of humor, drama, and action, with the dolls' battles often serving as metaphors for their inner struggles and desires.

The story unfolds across multiple timelines and realities, particularly in the sequel series "Rozen Maiden: Träumend" and "Rozen Maiden: Ouvertüre," which delve deeper into the origins of the Alice Game and the relationships between the dolls. These installments reveal more about Rozen's intentions and the tragic history of the Rozen Maidens, adding layers of complexity to the narrative. The series concludes with an exploration of whether the dolls can escape their predetermined fate and find meaning beyond the Alice Game.