Humans and demons are two sides of the same coin, as are Assiah and Gehenna, their respective worlds. The only way to travel between the realms is by the means of possession, like in ghost stories. However, Satan, the ruler of Gehenna, cannot find a suitable host to possess and therefore, remains imprisoned in his world. In a desperate attempt to conquer Assiah, he sends his son instead, intending for him to eventually grow into a vessel capable of possession by the demon king. Ao no Exorcist follows Rin Okumura who appears to be an ordinary, somewhat troublesome teenager—that is until one day he is ambushed by demons. His world turns upside down when he discovers that he is in fact the very son of Satan and that his demon father wishes for him to return so they can conquer Assiah together. Not wanting to join the king of Gehenna, Rin decides to begin training to become an exorcist so that he can fight to defend Assiah alongside his brother Yukio.

The ExWire of True Cross Academy are beset with shock and fear in the aftermath of discovering that one of their own classmates, Rin Okumura, is the son of Satan. But for the moment, they have more pressing concerns than that of Rin's parentage: the left eye of the Impure King, a powerful demon, has been stolen from the academy's Deep Keep. After an attempt is made to steal the right eye in Kyoto as well, Rin and the other ExWires are sent to investigate the mystery behind the Impure King and the ultimate goal of the thief. While this mission has them cooperating for the time being, Rin has never felt more distant from his fellow exorcists. In his attempt to reconcile with them, he undergoes specialized training to control his dark power. However, when the right eye is stolen not long after their arrival, the unthinkable threat of a traitor amongst them leaves them in need of all the power they can get.

Bundled with the 19th and 20th volumes of the Ao no Exorcist manga. The first episode is based on the second chapter of the second Ao no Exorcist novel Home Sweet Home. The second episode is based on the title chapter from the Ao no Exorcist: Spy Game novel.

As the grand festival of True Cross Academy draws near, exwires and exorcists alike combine their efforts to banish any demon that threatens the celebrations. Among them, Rin Okumura is tasked with exorcising the soul-devouring demon known as the Phantom Train alongside his brother Yukio and Shiemi Moriyama. During their mission, the Phantom Train escapes its tracks and begins ravaging True Cross Academy. In the ensuing chaos, Rin encounters a childlike demon he dubs Usamaro, and begins to develop an odd friendship with it. However, Usamaro's abilities might be far more sinister than Rin initially expected.