It is the era where demons from the Hell of Extreme Cold have crossed over to the world and have begun feeding on humans.
The highest deity of the heavens, Sakra ("Emperor Who Releases the Heavens"), and the Four Heavenly Kings under him protect the world from the demons of hell.
However, Sakra believes the female younger sister of the female protagonist Nasua is the reincarnation of his precious one and was trying to take her away. Nasua tried to grab on to the deity's clothes to stop him but due to her insolence, Sakra sliced off both of Nasua's arms.
Nasua now holds a grudge against the heavens. And she has come into contact with the Hell of Scorching Heat which is in complete opposition to the Hell of Extreme Cold. Somehow she has come to possess the arms of the scorching heat demons but...
Nasua is neither human nor demon. In order to save and retrieve her younger sister, she will stand and fight against both heaven and hell.