MISSA is Dir En Grey's first EP.
Production began in early May 1997 and finished after around ten days. The band spent three nights in a makeshift studio, writing and recording the six songs they had only performed live so far, except for 蒼い月 and 業, which had previously been recorded for the 業 / 蒼い月 (1997) demo tape. 業 was supposed to be included on MISSA, but the band decided against it.
The day before recording began, Kyo was told that he had to change the lyrics of 惨劇の夜, likely due to the brutal imagery. The band even considered to leave out the entire song, but decided that since it was the first song the people would hear, it was too important to be excluded. Thus, it received new lyrics and was renamed to 霧と繭. The original version was later released on 「楓」～if trans…～ (1997), along with 業.