Kyurem has foreseen the future of the Pokémon world, which involves a lifeform called the Bittercold bringing about the end of the world. To protect that future, and believing that the world is beyond saving due to the heavy distrust and selfishness of other Pokémon, he enlists the help of a group of Pokémon who were forsaken by the world, Munna and her gang, to stop any (transformed) humans called upon by Hydreigon from destroying the Bittercold, succeeding in sending every human back to the human world.
When the player, their partner and teammates enter the deepest part of the Glacier Palace, Kyurem saves them from a room deep within the palace where it becomes impossible for everyone to breathe but the player. He tells the team that he had foreseen their arrival, but informs them the rest of the palace is off limits and that they need to turn back. Before they do, Kyurem rewards the team for their efforts with a great treasure.
After their escape from Munna and her gang, the player, their partner and Hydreigon were ambushed by Kyurem at the edge of the Scorching Desert. He proceeded to freeze Hydreigon solid and destroy his physical form, before unleashing his fury upon the player. Before Kyurem can finish the player off, the partner intervenes, pleading for him to stop. Briefly stopping his assault, Kyurem saw that the partner Pokémon has lost their will to fight, stating that they can't change the future and the Boundary Pokémon would have no need to destroy them. Before leaving for the Glacier Palace, Kyurem revealed that he has crushed other humans who were called upon by Hydreigon to stop the Bittercold, and banished them back to the human world to protect the future that is the world's destruction. He states that the world has gone cold and is beyond saving, with Pokémon distrusting one another, and that the destruction of the world will bring about a new world without suffering. He allows the player to remain in the Pokémon world but warns that if the player and their allies try to change the future, he would destroy them.
Determined to save the world, the player and their partner would later return to the Glacier Palace with their allies in their mission to destroy the Bittercold, despite having to face Kyurem's wrath. Within the Great Spire of the Glacier Palace, Kyurem confronted and battled both the player and their partner to protect the Bittercold and the future he claims cannot be changed. After a fierce struggle, Kyurem falls to their might and collapses. Before the player and their partner went to battle the Bittercold, the Boundary Pokémon states to them that he would like see how the strength of their beliefs will change their fate, despite still being convinced that changing the future is impossible.
Before the player's battle with the Bittercold, Kyurem telepathically informs the player how the Bittercold feeds upon the negative emotions of Pokémon in the Pokémon world, creating the Winds of Despair that soon affects the player and weakens them. As their friends began to voice their encouragement to the player, this stops the Bittercold from moving, and the player's partner states that this shows the world's future can be changed by everyone. The player then regains their strength and is able to destroy the Bittercold, causing the Glacier Palace to crumble and fall from the sky. Recovering from the battle, Kyurem used his power to save the player, their partner and allies, and Munna and her gang from the collapsing Glacier Palace. He then appeared to the player and their partner in their own consciousness and expressed his gratitude to them for proving to him how determination and bravery can create a new destiny for one's self and that there is still some worth in the Pokémon of the world. As his way of thanking them, Kyurem proceeded to transport the player and their partner back to Pokémon Paradise, where their companions were also teleported.