Bhay is a drama-thriller that draws attention to the way of life in Mumbai that a newcomer may find extremely overwhelming. Revolving around the little details that make life so fast-paced and more like an everyday struggle, the story follows the journey of a simple small-town man who has just moved to the big city of his dreams. Contrary to his expectations, the city makes him afraid of unknown things and he prefers to stay indoors most of the time. Then one day, a new twist shakes things up even more!