The game follows the heroic Spy Fox as he attempts to stop a supervillain from stealing the world's dairy milk supply.

[2] On board an airplane, secret agent Spy Fox is contacted by his assistant Monkey Penny, who informs him that the world's supply of dairy milk has mysteriously vanished, with the only clue being a piece of feta cheese traced to the island of Acidophilus in Greece.

Spy Fox soon lands on the island, where he meets with Monkey Penny and scientist Professor Quack in their Mobile Command Center.

Monkey Penny tasks Spy Fox with finding Howard Hugh Heifer Udderly III, the missing president and CEO of Amalgamated Moo Juice Inc., who they believe is connected to the milk disappearances.

Using information obtained from Russian Blue and the S.S. Deadweight, Spy Fox locates Kid's fortress, infiltrating it by disguising himself using a spare N.O.G.

Shortly after entering the fortress, Spy Fox witnesses William the Kid giving Russian Blue a missing part to the Milky Weapon's deactivator and ordering her to hide it somewhere safe.