The episode starts with a sad Lisa staring at herself in the mirror in the bathroom while Homer pounds on the door waiting for his turn. Later in the kitchen before work, Homer searches for his keys, while Bart and Lisa eat breakfast before school. Lisa finds the keys still in the front door. During band practice at school, the band plays terrible while Lisa jams away expertly with her saxophone much to the dislike of the band teacher Mr. Largo. At lunch during a food fight, Lisa does nothing but sit and look sad. During gym class while playing dodgeball, Lisa doesn't move and gets pummeled by dodgeballs, all while looking sad. After school in the living room, Bart and Homer play a boxing video game called redacted.The note's a progress report from Principal Skinner informing Homer and Marge Lisa was too sad to play dodgeball at school. Homer attempts to discover the cause of Lisa's sadness, and Lisa tells Homer she wonders if the world will be any different if she didn't exist. When Homer clearly can't come up with a good quick answer, Marge tells Lisa to take a hot bath, and Homer tells Bart to vacuum the floor. When Lisa's done with her bath, she walks into the living room where Bart's still vacuuming and isn't happy about it. Maggie sits by herself on the couch watching Bart and Lisa. In an effort to see who Maggie likes more, both Bart and Lisa coax her to each other. Instead, Maggie chooses the TV. Later, Homer and Bart are playing Super Slugfest again where Bart easily wins again, and Homer blames the loss on Lisa's loud saxophone playing. Homer goes up to Lisa's room to yell at her. Lisa agrees to just practice on playing the notes without blowing into the saxophone. After Homer leaves the room, Lisa hears a saxophone playing off in the distance outside her window and leaves the house to find the source. Lisa walks through the town at night and discovers a man playing a saxophone alone on a bridge overpass. Back at the Simpson house, everyone's asleep and Marge dreams about her childhood.In the dream, before going out to play her mother tells her to make sure she smiles. Homer also has a dream he's trapped inside the boxing video game with Bart. Bart K.O.'s Homer, and he wakes up screaming from his nightmare. Marge expresses her concern with Lisa's sadness to Homer. MeanwhileLisa's feeling down and it shows. At school she avoids participating in band, lunch, and gym class. Homer and Bart are oblivious, engrossed in their boxing video game, until a note from school alerts them to Lisa's sadness. Lisa confides in Homer that she feels insignificant.

While the family tries to deal with Lisa's melancholy (Bart vacuums, Marge suggests a bath), Lisa sneaks out to find the source of a mysterious saxophone melody. She meets Bleeding Gums Murphy, a fellow blues musician, and they jam together.

Marge, worried about Lisa's disappearance, eventually finds her. Meanwhile, Homer seeks advice on how to beat Bart at their video game. Marge tries to convince Lisa to suppress her sadness to fit in, but ultimately realizes her mistake and encourages Lisa to be herself.

Lisa, feeling accepted, takes her family to The Jazz Hole to hear Bleeding Gums play a song she wrote.