Set in the same universe as the PSP games, Milky Holmes arrive in London where they meet a girl called Lily Adler, who seeks the help of their old mentor, Opera Kobayashi, to search for a painting of her grandmother that was stolen from her home. Taking on the case, the gang learn there have been several other related robberies in which paintings were stolen. As they interview the victims, they start to piece together how the paintings are related. They soon encounter another victim who was robbed, who believes the culprit to be an invisble man. Through careful deduction, they discover the culprit is the owner of the fifth painting in the set, Adiele, who is revealed to actually be a Gentleman Thief named Kitty Evans. Kitty attempts to escape using her Invisibility Toys, she is thwarted thanks to the combined efforts of Milky Holmes and Lily. As Opera tries to get Kitty to reveal her motive, she is hit from afar by something which causes her to lose her memory.