Knowing that he is risking his life, Kei Kurono makes the uncharacteristic decision to jump onto train tracks to save a homeless man from death, only to perish in the process. But when he comes to, Kei finds himself in a room with several other recently deceased people, as well as a large, mysterious black ball. While the people in the room are trying to make sense of their situation, the ball suddenly opens, revealing a cache of weapons and strange black suits. The ball then instructs everyone that they have to hunt down an alien and teleports them to an unknown location. With very little information to work off of, Kei teams up with his childhood friend Masaru Katou and an unfamiliar woman, and the trio explore their new surroundings. It quickly becomes apparent, however, that they have stumbled into a dark and dangerous world where anything could happen to them.

Corruption looms over the prosperous Russell City, where manifestations of negative emotions called Horrors cause chaos and mayhem. The Makai Order is the last bastion of hope against these unholy creatures. Using several small businesses as fronts, they deploy powerful Makai Knights and magical Makai Alchemists to combat the Horror threat. Within this secretive order, the highest rank of Golden Knight has been bestowed upon a large, powerful man named Sword, granting him use of the Garo armor and blade. He alone knows of a plot that threatens the entire Makai Order, with his only hint being the phrase “El Dorado. While fighting a Horror, he encounters Sophia Sophie Hennis, a teenage girl whose brother's disappearance years ago is also linked to the same phrase. The two agree to work together to uncover the truth behind El Dorado and the disappearance of Sophie's brother.

Monsters known as Horrors have invaded the world, entering through gates from the Makai Realm of Darkness. These corrupt, demonic creatures have the ability to seize human bodies and feed on their souls. Citizens who are out past sunset will likely never see the sun rise again, but those who live in the capital city have no need to worry—they are protected by a spiritual force field created by the sorcerer group Onmyouji. In possession of legendary armor, the Golden Knight Raikou proclaims that he will protect everyone from the Horrors. Accompanied by his attendant Kintoki and the mysterious Makai Alchemist Seimei, he strives to become a formidable Makai Knight, but Raikou is ill-prepared to handle the side effects of the armor. Disappointed by his own shortcomings, he sets out on a journey of self-discovery to master his weaknesses and prove his worth.

Several months have passed since the infamous Ginza Incident, with tensions between the Empire and JSDF escalating in the vast and mysterious Special Region over peace negotiations. The greed and curiosity of the global powers have also begun to grow, as reports about the technological limitations of the magical realm's archaic civilizations come to light. Meanwhile, Lieutenant Youji Itami and his merry band of female admirers struggle to navigate the complex political intrigue that plagues the Empire's court. Despite her best efforts, Princess Piña Co Lada faces difficulties attempting to convince her father that the JSDF has no intention of conquering their kingdom. Pressured from both sides of the Gate, Itami must consider even more drastic measures to fulfill his mission.