The Velvet Nightmare (ベルベット・ナイトメア, Berubetto Naitomea?) is a gunblade in Final Fantasy VII: Advent Children. The Velvet Nightmare is a firearm designed after two parallel swords, but with gun functionality only, as stated in Yazoo's official profile. Like any metallic weapon, it can be used to block swords, and defends against Cloud Strife's Fusion Swords with ease. While a single Velvet Nightmare is Yazoo's primary weapon, Loz also possesses one as a back-up weapon and Yazoo sometimes acquires it to dual-wield the twin weapons.
During Cloud Strife's pursuit of Kadaj in Edge, Yazoo's Velvet Nightmare and Loz's Dual Hound gauntlet are destroyed by the Fusion Swords. Acquiring Loz's Velvet Nightmare, Yazoo drops this one after shooting Cloud through the chest following Sephiroth's defeat and Kadaj's return to the Lifestream; it is presumably destroyed by Yazoo and Loz's spell and the immediate explosion.