A world made of human hope, Initium, and a world made of human despair, Finis.
The two worlds existed in different dimension than the human world, and never interacted with each other.

However, one day, the King of Finis, Malm, decided to rule over all worlds.
He hijacked Initium, and finally began to advance into the human world.
"Dia" sent as a vanguard by Malm attacked the humans with his subordinate, "Succubus".
He collected the human life force in order to prepare the appearance of Finis in the human world.

But one day, they are interrupted by two magical girls, Sailor Ignis and Sailor Aqua.
The people of Initium, who had escaped from Finis' evil clutches, turned strong-willed humans into magical girls to stop Finis' rampage.

Dia decides to steal the magical girl's life force, and starts making a plan to corrupt them...

[Translation from the official website]