"Gloomy the Naughty Grizzly" centers on the relationship between a young boy named Pity and a grizzly bear named Gloomy. Pity rescues Gloomy as a cub and raises him with care, but as Gloomy grows, his natural bear instincts begin to surface, leading to chaotic and often violent interactions. Despite Pity's affection for Gloomy, the bear frequently attacks him, driven by his wild nature. The series explores the darkly comedic and absurd dynamic between the two, blending slapstick humor with moments of unexpected tenderness.

The narrative is episodic, with each installment highlighting Gloomy's unpredictable behavior and Pity's attempts to manage or survive it. Gloomy's attacks on Pity are exaggerated and over-the-top, often resulting in comically gruesome injuries, though Pity miraculously recovers by the next episode. The series does not delve deeply into overarching plotlines but instead focuses on the repetitive yet entertaining cycle of Pity's optimism clashing with Gloomy's destructive tendencies.

Supporting characters occasionally appear, including Pity's classmates and other animals, but the core of the story remains the dysfunctional bond between Pity and Gloomy. The series balances its dark humor with a subtle commentary on the challenges of domestication and the inherent wildness of nature, though these themes are presented in a lighthearted and exaggerated manner. The tone is consistently absurd, with a focus on physical comedy and the contrast between Pity's innocence and Gloomy's ferocity.