The first season of Rozen Maiden focuses primarily on the psychological rehabilitation of Jun Sakurada. He is a hikikomori, and spends most of his time locked in the safety of his room and ordering items from the internet. However, through a strange order form, he finds himself in possession of an enchanted doll that calls herself "Shinku, the fifth Rozen Maiden doll". Much to Jun's displeasure, Shinku calls on him to create a strange bond with her, and the socially disinclined boy winds up being her "servant". The series follows the two of them as they encounter more Rozen Maidens, dolls that for the most part seem to want nothing more than to drink tea, destroy windows, and draw on his floor with crayons. In this season, five dolls are introduced: Shinku, Hinaichigo, Suigintou, Suiseiseki, and Souseiseki. Suigintou is the primary villain.

The second season of Rozen Maiden, subtitled träumend (トロイメント, toroimento?) has a slightly darker tone. Träumend is German for "dreaming." The episodes are more plot-driven and deal with topics such as "Father" — the Rozen Maiden's creator — and the inevitable conclusion to the "Alice Game." Jun does not yet attend school (he has much work to make up before he can go back), but studies at home and at the local library. He is much more willing and eager to go outside the house, and seems to have even grown fond of the ever-present dolls. Shinku has also been changed, thanks to the events of the previous season, but she is generally as aristocratic as ever, lecturing and punishing Jun at every opportunity. Several new non-doll characters are introduced, including a riddle-spouting, tuxedo-attired anthropomorphic rabbit and two mysterious men who operate a doll shop. The final group of dolls also appear this season: Kanaria, the second doll, Barasuishou, who introduces herself as the seventh doll, and Kirakishou, the true seventh doll (though not by name).

This two-episode Rozen Maiden special was aired on the December 22, 2006 and December 23, 2006 on TBS in Japan. It is a brief prequel to the events of the TV series. Ouvertüre (オーベルテューレ, ōberutyūre?), German for "opening", is set at some point during Träumend (most likely between episodes six and seven) and answers critical questions about Suigintou's past, particularly those pertaining to the rivalry she holds with Shinku. The majority of the two-episode special is told by Souseiseki and takes place as a flashback to the nineteenth century in London. Ali Project once again lends its talents for the opening song. As with the series, Kukui sings the ending theme.

Duell Walzer OVA is a 7 minute Detective Kunkun episode. The show is presented as an opera performance with curtains, showtime buzzer and stage. The story is about how Detective Kunkun foils the evil cat's plans to steal a beautiful gem from another character. This episode portrays watching Detective Kunkun's show from a Rozen Maiden doll's perspective.

"Duell Walzer OVA" consists of only one episode, and is found on the Rozen Maiden-Duellwalzer PlayStation 2 game disc.