Set in a futuristic world, there exist "Toys" which grant people superhuman abilities. This is responsible for a wave of crimes and necessitates employing Toy-using detectives to help solve them. Opera Kobayashi runs a detective agency, Milky Holmes, staffed by four aspiring young girl detectives who attend the Holmes Detective Academy, and each girl possesses their own unique Toy.
- Sherlock "Sheryl" Shellingford (シャーロック・シェリンフォード Shārokku Sherinfōdo )
- Voiced by: Suzuko Mimori
- The leader of Milky Holmes, named after Sherlock Holmes. She's known to be particularly clumsy but is always caring. Her Toy gives her telekinesis.
- Nero Yuzurizaki (譲崎 ネロ Yuzurizaki Nero )
- Voiced by: Sora Tokui
- An obnoxious girl with a hefty appetite, named after Nero Wolfe. She speaks with the masculine term 'boku'. Her Toy allows her to control machines.
- Hercule "Elly" Barton (エルキュール・バートン Erukyūru Bāton )
- Voiced by: Mikoi Sasaki
- A very shy girl, named after Hercule Poirot, who is easily embarrassed. Her Toy gives her superhuman strength.
- Cordelia Glauca (コーデリア・グラウカ Kōderia Gurauka )
- Voiced by: Izumi Kitta
- A blonde girl who often gets delusional concerning the relationship within the group, named after Cordelia Gray. She tends to get rather delusional whenever she is scared. Her Toy allows her to see and hear things others cannot.
- Kamaboko (かまぼこ lit. Fish Paste )
- Voiced by: Hiro Shimono
- A stray cat the girls find and keep inside the attic.
- Opera Kobayashi (小林 オペラ Kobayashi Opera )
- Voiced by: Shūta Morishima
- He is said to be the person who taught the Milky Holmes. His name is based after Yoshio Kobayashi.
- Arséne / Henriette Mystere (アルセーヌ / アンリエット・ミステール Arusēnu / Anrietto Misutēru )
- Voiced by: Satomi Akesaka
- The leader of the Gentlemen Thieves whose Toys can cast illusions. She is currently undercover as the Student Council President at Holme's Academy. She craves strong opponents such as Sherlock to fight against, so when Milky Holmes lose their Toys, she strives to help them to return to their most powerful states so they can satisfy her. Named after Arsène Lupin, her toys is the toys of Resplendence.
- Stone River / Souseki Ishinagare (ストーンリバー / 石流 漱石 Sutōn Ribā / Ishinagare Souseki )
- Voiced by: Takuma Terashima
- A stern man who battles with a katana. His Toys allow him to immobilize an opponent. Undercover as a school janitor. Named after Ishikawa Goemon.
- Twenty / Kai Nijuuri (トゥエンティ / 二十里 海 Tuenti / Nijuuri Kai )
- Voiced by: Daisuke Kishio
- A crafty magician who uses various English words and attacks using cards. He is wildly perverted and constantly shows off his erect nipples to the chagrin of the students. His toys allows him to disguise perfectly. Undercover as a teacher. His name is based after Edogawa Rampo's The Fiend of Twenty Faces.
- Rat / Jiro Nezu (ラット / 根津 次郎 Ratto / Nezu Jiro )
- Voiced by: Hiro Shimono
- A young boy with a Flame Toy used for lighting various explosives. Undercover as a classmate. Named after Nezumi Kozō.
- Kokoro Akechi (明智 小衣 Akechi Kokoro )
- Voiced by: Yoshino Nanjō
- The leader of Genius 4 (known as G4 for short), a police investigation unit. She is a bossy girl who looks down on Milky Holmes since they lost their toys. She smacks Sherlock with a golden mask whenever she calls her "Kokoro-chan". Her name is based on Edogawa Rampo's Kogoro Akechi.
- Tsugiko Zenigata (銭形 次子 Zenigata Tsugiko )
- Voiced by: Miyuki Sawashiro
- A spunky green haired girl. Her name is based on Zenigata Heiji.
- Hirano Hasegawa (長谷川 平乃 Hasegawa Hirano )
- Voiced by: Ryōko Shintani
- A polite girl who can deal a sleep-inducing karate chop. Her name is based on Hasegawa Heizō.
- Saku Tooyama (遠山 咲 Tōyama Saku )
- Voiced by: Yukari Tamura
- A soft spoken girl who wears headphones. She appears to have a thing for retro technology. Her name is based on Tōyama Kagemoto.
- Rei Kamitsu (神津 玲 Kamitsu Rei )
- Voiced by: Susumu Chiba
- The head of G4. His name is based on Kyōsuke Kamitsu.