Corruption hovers over affluent Russell City, where manifestations of unpleasant emotions known as Horrors wreak havoc. The Makai Order is the last hope against these demonic beings. To counteract the Horror menace, they use various modest enterprises as fronts to deploy formidable Makai Knights and mystical Makai Alchemists. The greatest title of Golden Knight has been bestowed upon a huge, powerful man named Sword inside this hidden order, enabling him use of the Garo armor and blade. He is the only one who is aware of a conspiracy that threatens the whole Makai Order, and his only clue is the term "El Dorado." While battling a Horror, he meets Sophia "Sophie" Hennis, a young girl whose brother's disappearance years before is also tied to the same phrase.