Five separate worlds—Black, White, Green, Red, and Blue—are linked by the Halo and exist in a harmonious balance. However, the Halo suddenly opens in an event known as the World Connect, threatening to destroy the universe. Coming under attack by Ouroboros, an alien species that wishes to accelerate the universe's end, the five worlds recruit girls with special abilities called Exceed to defend against them. Saya Sougetsu, a young girl from the Blue World of Earth, is one such individual able to wield Exceed power. Believing this to be her chance to make a difference, Saya eagerly joins the defense force. There, she meets Amane Ayashiro, another girl from Earth, as well as a selection of fighters from the other worlds. Faced with a formidable foe, the girls must prove that their newfound bonds are strong enough to save the future.

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.

When they were little kids laughing and playing together, Izumi Norimoto and Kazusa Onodera were like siblings. But as their bodies matured into middle school, Kazusa began seeing him as something different; unfortunately for her, so did the other girls. Ostracized, Kazusa had no choice but to distance herself from him going into high school. After joining the literature club, however, she finds friends that keep her mind occupied. Known throughout the school for reading aloud sex scenes in literature novels, the club's reputation has kept all teachers from accepting the task of being their adviser. During a discussion about what they would put on their bucket list, one of the girls says one thing: sex. This single word sends ripples throughout the five girls, as the thought of sex begins taking over their daily lives. And, after walking in on Izumi during a very private moment, Kazusa is sent into a spiral of emotion that forces her to face her true feelings for him. Now, with their hearts racing and the literature club facing immediate disbandment, the five girls must work hard to keep both their sanities and their club alive.

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.