In a world where nothing seems to ever work out as you had hoped, The Rehearsal features Nathan Fielder helping ordinary people rehearse difficult conversations or life events through the use of sets and actors hired to recreate real situations. The situations can be trivial, like confessing to a lie about educational history, or more complex, like raising a child. Fielder commissions extravagant sets with every detail recreated. He hires actors to inhabit these sets and practice different dialogue trees with his clients dozens of times. Information used to train the actors and build the sets is often collected without the subjects' knowledge.
In the firs episode, Nathan Fielder helps Kor Skeete, a Brooklyn-based trivia aficionado who wants to confess to his bar trivia team that he lied about having a master's degree. Nathan reveals an elaborate method of rehearsals involving an actor (K. Todd Freeman) playing a 'fake Kor'. To help Kor rehearse the difficult conversation with his teammate Tricia to clean this long-held lie, Nathan creates simulations of trivia night with a fake Tricia in a full-scale replica of the Alligator Lounge, a Brooklyn bar. Kor overcomes his fears and makes his confession to the real Tricia.

In the second episode, Nathan develops a rehearsal for Angela, a woman considering motherhood. Nathan hires child actors to simulate adopting and caring for a baby and sets her up in a rented farmhouse in rural Oregon. Due to Oregon child protection laws, Nathan's team must covertly switch out the baby every four hours and replace it with a robot baby at night. Seeking a simulated husband, Angela dates Robbin, a numerology-obsessed man who wants to have sex with Angela despite her devout Christian beliefs against premarital sex. When Robbin quits the project due to the robot baby's incessant crying, Nathan inserts himself into the experiment as Angela's non-romantic co-parent.

Nathan and Angela accelerate their parenting rehearsal with three-year-old, then six-year-old actors portraying their fake son, 'Adam'. Angela refuses to participate in Halloween due to her belief in Satanic conspiracies.
Nathan balances parenting duties with a rehearsal for Patrick, a man who wants to confront his brother over their late grandfather's will, which bans Patrick from inheriting money if he is dating a 'gold digger'. The rehearsal occurs in a replica Raising Cane's restaurant in a warehouse next to the relocated Alligator Lounge. To introduce real emotions to the rehearsal, Nathan stages a scenario to convince Patrick that he could inherit buried gold from the grandfather of Isaac, the actor who plays Patrick's brother. After Patrick has an emotional breakthrough during a rehearsal, he leaves the production and never returns. Nathan narrates that he is envious that self-deception is easy for some people as he ponders his fake family.

To recruit actors for his rehearsals, Nathan opens an acting studio in Los Angeles, teaching 'the Fielder Method', which involves covertly observing and imitating unaware subjects. Feeling insecure about his own performance, Nathan reenacts the class with actors and a fake Nathan as the teacher while the real Nathan plays the role of Thomas, a student. Nathan makes his students immerse themselves in other people's lives while he immerses himself in Thomas's life, even living in Thomas's home.
Nathan returns to Oregon, where his 'son', Adam, is now a teenager. Nathan and Joshua, the actor playing Adam, decide that Adam should lash out due to resentment of his absentee father and develop a drug problem, a situation that mirrors Angela's own past. Adam suffers an overdose and is tended to by emergency responders played by Thomas and another Fielder Method graduate. After he runs away from home, the 15-year-old Adam reverts to a 6-year-old since Nathan plans to relive his son's earlier years.

Nathan decides to practice his own assertiveness in relationships by challenging Angela over their son's religious upbringing. Angela, a fervent Christian, refuses to allow Adam to be raised in Nathan's Jewish faith, so Nathan secretly brings his son to lessons with a tutor in Judaism under the pretense of swimming lessons. Seeking solace outside the house, Nathan opens his replica Alligator Lounge to the public under the name Nate's Lizard Lounge. The co-parents argue over a comedy skit featuring six-year-old Adam as 'Dr. Fart' and a joke about eating faeces, which Angela claims is a Satanic practice.
Nathan rehearses the confrontations with a fake Angela, and in one scenario, she harshly criticizes Nathan's emotional detachment and questions the ethics of the entire production. However, in their real final confrontation, Angela simply decides to quit the rehearsal. Nathan continues to raise Adam, now as a single parent.

Nathan stages a ninth birthday party for Adam, but faces a problem when Remy, one of the child actors who played Adam at age six, becomes attached to Nathan, calling him 'daddy' even after his scenes are over. Remy's mother explains that her son might have trouble understanding the difference between acting and reality. To discover what went wrong, Nathan repeats Remy's scenes with different actors including Liam (a nine-year-old Adam actor), an adult actor, and a mannequin. He then explores what might have happened if Angela had stayed with him and meets with the real Angela, who urges him to forgive himself, as her religious beliefs state.
In an attempt to truly understand the connection between parent and child, Nathan stages a new scenario in which he is Remy's mother Amber and Liam portrays Remy. They re-create the experience of appearing on The Rehearsal and becoming attached to 'pretend daddy' Nathan. After coming to the emotional realization that they should not have done the show, Nathan as Amber seemingly breaks character and tells the fake Remy, 'I'm your daddy.'