Lady is a girl from a good family. However, she doesn't care much for good manners and diligent study, but thinks only about faraway lands and treasure. Wherever she appears, destruction follows. Lady's parents, afraid of their daughter's hyperactive nature, locked her in a mansion guarded by two loyal servants: the gardener Yoshio and the cook Cox. One day, Lady finds a book about Deathland Island, where a great treasure is supposedly hidden. She escapes the mansion, arrives at Deathland Island, and learns its was once ruled by a mad scientist King Baron, who made experiments on monsters. Lady decides to explore Baron's castle and the rest of the island, to find a way to get to the legendary treasure.