Storylines
The main feud heading into No Mercy was between World Heavyweight Champion King Booker, Bobby Lashley, Batista, and Finlay. At SummerSlam, the pay-per-view two months before No Mercy, Batista defeated King Booker by disqualification after Queen Sharmell interfered, meaning King Booker retained the World Heavyweight Championship.[5] The next week on SmackDown!, Batista and Lashley faced King Booker's Court (King Booker, Finlay, and William Regal) in a three-on-two handicap match.[6][7][8][9] King Booker's Court controlled most of the match, isolating Batista and Lashley from each other. Towards the end of the match, Lashley tagged in Batista, who pinned King Booker for the win after a spinebuster.[6][7] Two weeks later, on the September 8 edition of SmackDown!, Batista faced King Booker for the World Heavyweight Championship, which King Booker won after Finlay interfered and hit Batista with a shillelagh.[10][11][12] After the match, Finlay continued to attack Batista with the shillelagh and a steel chair.[10][11][12] The next week on SmackDown!, Finlay began degrading Batista, saying he is probably hiding in a hole licking his wounds. As Finlay was about to continue, Lashley came out and said that only someone like him would jump Batista from behind. SmackDown! General Manager Theodore Long then scheduled Finlay to wrestle Lashley later that night to determine the number one contender to the World Heavyweight Championship at No Mercy.[13][14] Lashley defeated Finlay and became number one contender after Finlay was disqualified for hitting him with a shillelagh.[13][14] On the September 22 episode of SmackDown!, Lashley teamed up with Batista to take on Finlay and Regal. Midway through the match, Batista and Finlay brawled outside the ring and into the crowd, leaving Regal on his own against Lashley. Lashley gained the pinfall after hitting Regal with a Spear.[15][16] Later that night, Batista was scheduled to wrestle Finlay at No Mercy.[15] Two weeks later on the October 6 episode of SmackDown!, King Booker faced off against Finlay and Batista faced off against Lashley, with both matches ending in a no-contest.[17][18] This resulted in Theodore Long adding Finlay and Batista into the match, thus making it a Fatal Four-Way match between the four for the title at No Mercy.[17]
The other main match on the card was Mr. Kennedy versus The Undertaker. On the September 8 episode of SmackDown!, Kennedy informed General Manager Theodore Long that if John Cena came to SmackDown!, he wanted a spot on Raw; Kennedy proclaimed that he had lost his interest in SmackDown! as he had already defeated every top performer on the roster. Long subsequently booked Kennedy for No Mercy against an opponent he had never faced, who turned out to be The Undertaker.[10][11] On the September 29 edition of SmackDown!, Kennedy presented a tribute to the Undertaker and tried to get out of the match.[19] However, the Undertaker made his presence known to Kennedy, as he informed him, "I show no mercy, and you will rest in peace". Kennedy attempted to strike the Undertaker with his microphone, which suddenly blew up in Kennedy's hand.[19]
The most personal feud was between Rey Mysterio and Chavo Guerrero. This feud started when Guerrero cost Mysterio the World Heavyweight Championship against King Booker at The Great American Bash,[20] claiming that he was "a leech living off the blood of the Guerrero name."[21] Guerrero and Mysterio feuded for weeks,[22] including a match at SummerSlam, where Vickie Guerrero accidentally cost Mysterio the match by knocking him off the top rope.[23] The next week on SmackDown!, Vickie turned on Mysterio and sided with Guerrero, becoming his new "business manager".[15][17][24]