Storylines
The event included six matches that resulted from scripted storylines. Results were predetermined by WWE's writers on the NXT brand, while storylines were produced on WWE's weekly television program, NXT.[10][11]
At Heatwave, Lola Vice won a triple threat match to earn a future NXT Women's Championship match against champion Jacy Jayne. Later that night, it was announced that the title match would take place at No Mercy.[12]
At Heatwave, NXT General Manager Ava announced that both the WWE Speed Championship and WWE Women's Speed Championship would now be exclusive to NXT. Ava also announced that a tournament would begin on the September 2 episode of NXT, with the winner of the tournament challenging champion Sol Ruca for the Women's Speed Championship at No Mercy.[13] Ava subsequently revealed that the participants of the tournament would be SmackDown's Candice LeRae, Lucha Libre AAA Worldwide's (AAA) Faby Apache, Total Nonstop Action Wrestling's (TNA) Xia Brookside, and NXT's Lainey Reid.[14] The finals took place on the September 23 episode, where Reid defeated LeRae.[15] However, moments before the event, Shawn Michaels announced that Reid sustained an injury during training, and Ruca would defend the championship against an opponent to be announced.[16]
At NXT: New Year's Evil in January 2025, Oba Femi defeated NXT Champion Trick Williams in a triple threat match to win the championship.[17] Williams vowed to regain the championship, and three months later at Stand & Deliver, Williams faced Femi in another triple threat match for the title, but failed to win.[18] After that, Williams would win the TNA World Championship at Battleground.[19] At The Great American Bash, Femi successfully defended his title against Josh Briggs's tag team partner Yoshiki Inamura. During the match, Briggs tried to interfere, much to Inamura's dismay, who wanted to win the match without any help.[20] On the July 22 episode of NXT, Femi retained his title in a
Since August, Tavion Heights had been feuding with NXT North American Champion Ethan Page. Heights took issue with Page insulting the United States and arguing that his native Canada is superior. At Heatwave, Heights lost a mixed tag team match against Page.[12] After the event, their rivalry continued, leading to a Flag match on the September 9 episode of NXT, where Heights defeated Page by grabbing the American flag.[24] The following week at NXT Homecoming, SmackDown's Damian Priest appeared and praised Heights. After that, Priest announced that after speaking with NXT General Manager Ava, Heights would face Page for the title at No Mercy.[23]
At Heatwave, Blake Monroe defeated Jordynne Grace.[12] Two days later on NXT, Grace interfered on Monroe's match, costing her the match.[14] On the following episode, after Grace had won her match, Monroe appeared, with both women brawling, being separated by some WWE personnel.[25] Three weeks later on the September 23 episode, after Grace had won her match, Monroe appeared once again with a kendo stick. Grace grabbed a steel chair and they brawled, being separated once again by some WWE personnel. After that, co-assistants to NXT General Manager Ava, Stevie Turner and Mr. Stone appeared. Turner then scheduled a weapons match between Grace and Monroe at No Mercy, with Stone subsequently stating that the match would also be a steel cage match.[15]
On the September 2 episode of NXT, Je'Von Evans addressed failing to win the NXT Championship match at Heatwave, when he was interrupted by The Undertaker's theme song, who had given some advice to Evans back on the July 22 episode. However, it was revealed to be Josh Briggs faking it, who took issue with Evans getting several title matches at his young age. Briggs also stated that Evans should have demand a title match, however, since Evans did not do so, a #1 contenders match was scheduled for the previous week, which Briggs lost. After Evans asked if Briggs thinks he knows him, Briggs attacked Evans and stated that Evans should learn when to stay down. Briggs then performed a Chokeslam on Evans onto a chair.[25] The following week, Briggs defeated Evans in a match after Briggs punched Evans with a chain.[24] At NXT Homecoming, Briggs and Evans brawled on backstage,[23] and on the following episode of NXT, it was confirmed that Briggs and Evans would face each other at No Mercy.[15]