Average student Mutou Mitsuki suddenly finds himself transported to another realm. Summoned by the king of this world for the remarkable power he is supposed to possess, Mutou is thrown out when it appears that he lacks a "Special Concept." Moping about, he encounters a priestess named Menou who explains that Japanese people like him are known as Lost Ones, and such individuals never fail to have Special Concepts.

Menou elaborates that she is part of a church that helps abandoned Lost Ones integrate into society. She invites him to spend the night at her church, where the two can probe the nature of his ability. Eventually, they discover that Mutou's Special Concept is actually incredibly powerful and dangerous. But while Mutou celebrates, Menou shows her true colors and stabs him in the head, killing him instantly.

Menou's goal is not to assist Lost Ones—rather, it is the opposite. Due to four infamous incidents where Lost Ones caused monumental damage, the church has ordered that the foreigners all be assassinated as soon as they are found. With Mutou eliminated, Menou must next dispatch the other Lost One summoned by the king: Akari Tokitou.