The film documents a part of the months-long intense training program of several hundred children between the ages of nine and fourteen, most of whom are either orphaned or from very poor families.

As stray dogs rummage through the rubble, the only human activities within the city seem to be military movements, homeless people and beggars dying on the streets, and humanitarian workers trying to save the children.

The children are loaded on a bus and taken on a long trip across a desolate landscape that bears constant reminders that they're still in a war zone—such as multiple military checkpoints—until they reach an Islamic orphanage located in the autonomous region of Ingushetia.

The last few minutes of the film show a mysterious but ancient religious ceremony performed on a Muslim farm; a goat is killed—for food as well as for the ceremony—and the children have its blood smeared on their faces.

[2] In the September 2005 issue of the British Film Institute's Sight & Sound magazine, critic Leslie Felperin proclaimed The 3 Rooms of Melancholia to be "one of the finest documentaries of the past year".

[4] Andrew O'Hehir of Salon.com paid tribute to Honkasalo's work by calling her "an artist with a piercing eye, tremendous patience and a rigorous formal technique" and proclaiming the film "a prodigious, almost spiritual experience".

[5] Joshua Land of The Village Voice opines that the film was "beautifully shot" and that it is "made with undeniable intelligence" while, at the same time, calling Honkasalo's approach "high-art".