Place: Tokyo in the year 1936. Kudou Sousuke is a pianist, usually plays at a jazz bar. One rainy day, he gets involved in a peculiar case: a woman suddenly attacks him on the way home. He defeats her although he gets injured. The following day, the master of the jazz bar he works at tells him, "You are fired. I don't want to employ a murderer." With this, his normal days ends, he can't go back home to his younger sister, Yuzuha, anymore. After wandering around aimlessly, he eventually meets a gorgeous, yet an arrogant girl with shady connections offering him temporary protection, at the cost of doing various dirty jobs she requires.
A few days later, he saves a girl who is attacked by cutthroats. He finds out that coincidentally she's Ayane, the girl who led Sosuke away from the military police on the night when that woman struck him. She promises him that she'll look into the mystery behind what happened that day to prove his innocence.