It is the year 20XX.

Dr. Light was a worldwide-known scientist, because he created the robot Mega Man, who always stops Dr. Wily's plans

The people behind the "vocaloids" knew about Dr. Light and asked him to make a robot of Miku Hatsune so she can appear in concerts and more things, and they would gain lots of profit. Dr. Light agreed, but decided to add something that he was working on for a while onto Miku, it was a prototype time travel device, just in case Mega Man would need it.

Now, about 20000000 years before all of this;

Dio was fighting Jonathan Joestar when he suddenly acquired his power early, he tries to stop time with it but he's hit by the ripple, the chain reaction caused by Dio's stop time ability and the ripple sends Dio into the future, where Mega Man is. During time travel, Dio became an older iteration of himself.
When Dio appeared in the future, the first thing he noticed was that he was stronger, and if he could go back in time, he could defeat Jonathan Joestar and change the entire timeline of the world! Then Dio saw in an announcement the new Miku Hatsune robot made by Dr. Light, which contained a prototype time travel device.

Of course, Dio went to look for her, in order to get the time travel device and go back in time, so he could defeat Jonathan Joestar. Suddenly, someone bumps into him accidently, then the person gets angry and yells "watch where you're going, asshole!"
Dio brutally killed him and caused a commotion, then suddenly he heard a whistle. On top of a skyscraper, a red figure with a yellow scarf appeared, it was Dr. Light's DLN-000, Proto Man! Proto Man went to attack Dio, but Dio hit back with a brutal blow, breaking Proto Man's shield. Seeing the danger that Dio was, Rush appears and takes Proto Man out of there.

Meanwhile, Dr. Light is explaining to Mega Man all of the features that Miku possesses, and while they were talking they noticed in the news that something was happening in the city! Seeing that Proto Man was involved, Dr. Light asked Mega Man to go check what's going on.

When Mega Man gets there, he sees that Dio is gone, and that he left a really messy scene behind. Mega Man was shocked too see that much blood and destruction, but he keeps on investigating anyway, then he finds a cell phone, which had a video of the incident. He saw a little glimpse of Dio.
After seeing that he went right back to Dr. Light to tell him about what happened. Of course, Dr. Light is shocked and tells Mega Man to find that guy wherever he is.

Meanwhile, Miku is in a concert, where all of her fans are very happy to see that she's finally real, then, Bass and Treble, sent by Dr. Wily, appear to take Miku and her prototype time travel device! Mega Man noticed that Bass went to capture Miku and her time travel device, so he goes to stop Bass. When Mega Man appeared to stop Bass, Dio noticed the giant excitement caused by the concert, and he noticed that Miku was there. Since he knew that Miku had the Time Travel Device in her, he went there to get it. When Mega Man was about to defeat Bass, Dio appeared, smashing anyone in his way to some place. Mega Man started to think that figure was familiar, while he was thinking, Dio went to attack Miku in order to take the Time Travel Device from her. When Dio charged into Miku, he remembered who he was, so he rushed to him, and used Flash Stopper, then Dio countered with his Time Stop ability!

Since Mega Man attacked first, Dio's Time Stop overwrote Mega Man's, then Dio hit Mega Man with a brutal blow, like he did to Proto Man. Miku's programming finally kicked in, and her emotions start to come out. When Dio goes to finally finish off Mega Man, Miku gets in the middle of them. Dio gets afraid of destroying the time travel device, so he stops. When he is about to grab her, something shocking happens!

A ripple charged piece of metal debris hits Dio in the back, tempolarily handicapping him, he looks in horror to see that Jonathan Joestar was in the future as well, apparently the chain reaction sent him there, too. Then, another time anomaly occurs, and...
X appears!

Apparently, in the Bad Future that was caused by Dio winning, Mega Man managed to send a lesser time device into the future, in hopes of that someone would be able to use it. And X was the one that could! He was sent right to the moment where the Bad Future started, the time Dio appeared, then out of nowhere, Dr. Wily appears with his first robot master series, DWN-001 to DWN-008!

Finally, the screen goes to black, with a white text appearing that says
TO BE CONTINUED