Set in the near future in the Great Era of Detectives, chosen people are born with supernatural abilities known as Toys (トイズ, Toizu?). Those who use these Toys for evil are responsible for a wave of crimes and necessitate employing Toy-using detectives to help solve them. In the Yokohama District, Opera Kobayashi runs a detective agency named Milky Holmes. It is staffed by four aspiring young girl detectives who attend the Holmes Detective Academy, and each girl possesses their own unique Toy.

In the anime series, the four girls, Sherlock, Nero, Hercule and Cordelia, lose the ability to use their Toys during an encounter with the phantom thieves. Taken away from their rich lifestyle and thrown into an attic, the girls must try and regain use of their Toys or else face expulsion from Holmes Detective Academy.