In the near future, during the Great Era of Detectives, special humans known as Toys (, Toizu) are born with magical talents. Those who utilize these Toys for evil are responsible for a rash of crimes, necessitating the need of Toy-using detectives to assist in their investigation. Opera Kobayashi runs the Milky Holmes detective agency in the Yokohama District, which is made up of four budding young detectives, Sherlock Shellingford, Nero Yuzurizaki, Hercule Barton, and Cordelia Glauca, who each have their own unique toys and are training to be detectives at Holmes Detective Academy. Players assume the role of Kobayashi, who must use Milky Holmes' special skills to fight the Thieves' Empire, a gang of thieves lead by the enigmatic Arséne. The second pits players against each other.