In one of the many dimensions of our fantasy there is a planet called Cefiro. Princess Emeraude reigns over it. The young woman, finding herself in trouble, summons three terrestrial girls: Luce, Marina and Anemone.

Guided by Clef's words, the girls reach the Silent Forest and find a fortress-like edifice. They meet Presea, the owner of the castle, who confirms that only a Legendary Magic Knight could have gained entry. Presea has them choose their weapons, and instructs them that the weapons will appear only when needed. But they must bring them to Eterna Lake to pick up a mineral, Escudo, which will bring power to their machines. Before they leave the fortress, they are forced to use their wiles and their new gear to defeat a monster. Mokona, a friendly creature from the fortress, guides them to the Lake.

While travelling to Eterna Lake, the Knights run into Ferio, a handsome swordsman. He offers to be their guide. They decline his offer, but he continues to follow them. They eventually agree to hire him on, and discover Ferio is also on a quest to save Princess Emeraude. He assists them in slaying several monsters and departs after leading them to safety.

The Knights run into what seems to be a deserted village, but are drawn into battle with one of the monsters corrupting the land—they are victorious. Alcyone, a powerful sorceress, arrives to wreak havoc and attack the girls. With the use of the magic taught to them by Clef, they are able to defeat her. But will they be able to save Cephiro?

Alcyone begs Zagato for another chance to kill the Knights. They encounter Alcyone’s lake monster in their travels. They jump into the fountain of Eterna to acquire the Escudo, but a test awaits them. They are attacked by visions of their loved ones, and are reluctant to fight back until they are reminded of the nature of the apparitions. They summon new magic spells and defeat the images. As they approach the Escudo mineral at last, Alcyone once again intervenes. She, too, wants the Escudo. The mineral rushes into the girls and renews their strength. They defeat Alcyone with their magic, and rush back to Presea. She will make new weapons and awaken the legendary Machines. On hearing of the defeat of Alcyone, Zagato is angry and sends another warrior, Ascot.

Ascot sends one of his worm creatures to kill the Magic Knights. The girls give Presea their weapons and the Escudo. When the monster attacks, Presea continues to prepare the girls’ weapons while they do battle with the monster. They are successful in routing the creature, but it then turns to attack Presea. They are able to grab the new weapons and slay the monster, but in the battle, Presea is killed. The Knights swear to avenge her death, even as Ascot swears to avenge the death of his creature.