Three girls from three different schools are transported to a medieval-like land named Cephiro. The girls introduce themselves as Hikaru, Umi and Fuu. They are greeted by a wizard named Clef. He explains that the three are the Legendary Magic Knights, that they are destined to save Cephiro. The high ruler Princess Emeraude has been imprisoned by one of her guards, Zagato, holding her high above the skies of Cephiro. Her absence brings instability to Cephiro. Clef instructs the girls as to how to save Cephiro, and tutors them in the use of magic. Treachery ensues, as battle lines are drawn.

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, they run into a guy named Ferrio who saves them from a monster. Ferrio then offer them to be their guide to get out of the Silence forest. They say no, and try to lose him, but he still follow them. The girls then discuss about him being their guide, but they can't trust him, due to the fact he still a stranger. They let him be their guide and uses food as payment since they have no money. We then find out that Ferrio was an entertainer, and Princess Emeraude saved his life when they thought he stole in the castle. Princess Emeraude then told the guards that it was a gift (the egg looking treasure) to him. That's why he is on the quest to save Princess Emeraude.

The girls run into what seems like to be a deserted village. They are captured in a net, and find out that the villagers were hiding from monsters, corrupting their land. A monster then shows up, forcing the villagers to go back into hiding.

Alcyone begs Zagato for another chance, to kill the Magic Knights, after saying she has a plan (this time). The girls reach a lake, thinking it's Eterna. A monster then attacks them and Umi destroys it with her Water Dragon. The monster rain on them, making them glow, and they brush it off, after they dry up. They head for Eterna, as Alcyone watches afar, laughing to herself.

Ascot sends one of his worm creatures to kill the Magic Knights. The girls tells Presea to take care of their weapons, while they handle the monster. The worm attacks the Magic Knights who are a bit sucessful in defending themselves, but it turns and heads for someone else... Presea!

With each earthquake that happens in Cephiro it means that Cephiro is falling. If Cephiro falls completely, they cannot go back to their world. To become a Magic Knight, they need to awaken their Machines.

Hikaru takes an estrange monster for caring. She names it Hikaru after her dog. We then find out that Hikari is actually a monster that Ascot was training...

Alcyone manages to trick Ascot into freeing her from a barrier that was holding her against her will. Promising she would give power to one of his monsters so it would be strong enough to kill the Magic Knights. In an open field, Umi is still obsessed with her fencing competition that would have been a week away at the time they arrived in Cephiro, even though days, or maybe even weeks have already passed by. Hikaru suggests if you wish hard enough, maybe you can still make it to the competition, since Cephiro is a land of power.

Umi becomes ill and is separated from the other two girls by a painting of a blue dragon that has comes alive. Ascot then shows up with his monster, and they battle Hikaru and Fuu. Ascot runs off. Meanwhile, the blue dragon tells Umi she must show her courage of the heart.

The girls are flying off to the flying mountain that the first saw when they were transported there. The mountain is holding the castle were Princess Emeraude is being held. When they almost got there, they were attacked by Zagato, but then saved by Princess Emeraude. Ferrio wass bored, and while resting, he brings out his comminucator. He then gets a message from Princess Emeraude to save the girls by the lake of Piraus Village. He does so, and they take rest there for a bit. Meanwhile, The villagers are being tortured by a servant of Zagato's named Caldina. When she demands money, she changes her mind, upon seeing the girls and Ferrio when they enter the village.

The girls are travelling, when Mokona tells them to go up. Mokona then reveals a Machine is up there in one of the flying mountains. Caldina and Ascot manages to catch up with them. Caldina tells Ascot, she'll take care of everything, and tells him to wait for her. Caldina uses a spell to think the ground is soft and shaky, as well as big rocks falling on them. The girls panic, and fall to the bottom. They wake up and see a cave, when the ground continues to shake. Once inside, they see Clef, where he tells them he had save Princess Emeraude, and she wants to talk to them. Fuu isn't convinced, and warns the others, saying it's too easy...

Caldina is determine to kill the girls inorder to receive the pile of money from Zagato. Ascot doesn't care for it anymore, and tries to convince Caldina not to attack them. Caldina uses her bells to hypnotize Hikaru and Umi against Fuu. Fuu uses her magic to hold back them, and doesn't know Caldina is only a few steps away. Caldina reveals herself, and forces Fuu to attack Hikaru and Umi. Ascot blocks an attack, and Caldina stops and freezes him. Fuu manages to break thru, and hits Caldina with a spell. A few moments after, Caldina and Fuu start to talk. Fuu explains, even though they don't know each other well enough, she cares for them. Fuu uses Ascot as an example, and Caldina sees the light. Caldina unfreezes Ascot, and Hikaru and Umi wake up. They want to attack her, but Fuu stops them.

After battling a fierce monster, the girls find out that Mokona is able to project the land of Cephiro. They soon find out that they need to head for the skies for the other Machine, as well as their location. Soon after a bright light showed up, kidnapping Umi and Fuu. A picture of Clef shows up and tells how there are unusual monsters, and other unimportant stuff and some back story that could be just brushed off. Hikaru remembers the map, and Mokona projects it. She heads towards Umi and Fuu's way and manages to get cut along the way due to some thorns. Mokona catches up with her, and notices the blood. Soon after the light is after Hikaru, but Mokona pushes Hikaru out of the way and in he goes into the light, while Hikaru falls into a ravine.

Innova asks Zagato to have his turn to try and kill the girls, and he agrees. In Cephiro's very first storm, the girls take refuge in a cave, near the sky shrine, where another Machine is being held. When Fuu starts to worry about Ferrio, she brings out her communicator, only to be called by him. He tells them, he's nearby, and want to take refuge with them. Just before entering the cave, Ferrio notices a girl lying on the ground, holding a herb. Fuu is excited when she sees Ferrio's silhouette, but is crushed when he sees him carrying a girl. The girl then wake up, and introduces herself as Selah. She starts to explain she leaves on the bottom of the mountain, and needed the herb she had to cure her brother's fever.

Zagato informs Princess Emeraude that he is using mind control to send one of the Princess' skilled swordsmen/royal guard to kill the girls. She begs Zagato to stop, but he doesn't listen. With the girls, they are traveling to the volcano-like shrine to revive Hikaru's machine, only to be attacked by a big flying bird. They try to fight it off with their swords, but it's no use. It then takes a hold of Umi and flies off. Fuu tries to give Umi her sword, but Umi's sword turns into water while Fuu grabbed it. Fuu only has one choice, and throws her own sword to Umi. Umi catches it, but is too heavy. She tries to hold onto it, but drops it instead. The bird continues to fly, and a guy kills the bird. Hikaru and Fuu catches Umi, and she comments how heavy Fuu's sword is. Fuu then holds it, and it's light as a feather.

Innova once again begs Zagato to return him to his true form. To his surprise Zagato does, and Innova, who transforms into a wild beast wolf-like creature goes after the girls. Meanwhile with Ferrio, memories slowly come back to him, and is it revealed that he is Princes Emeraude's younger brother. He then runs to the girls. The girls are really losing, and when all seem lost, Ferrio communicates thru the orb, and tells them that Innova's weak spot is the jewel on his head. Hikaru manages to hit the jewel on Beast-Innova's head, killing him. Ferrio finally reaches them, and sees the girls trimuph over Innova, and tells them to save Cephiro! With everyone gone, Alcyone, begs Zagato to kill the girls, but he just leaves her begging.

Alcyone spies on Zagato, as he talks with Emeraude. She notices again, he is not physically attacking her, but merely just verbally making trouble. She slolwy gets more of her doubts with the kidnapping of Princess Emeraude. Mokona leads the girls into a hot volcano where the last Machine is being held for Hikaru. Umi and Fuu starts to get worried about Hiakru when she acts weird. She wakes up in a firey room, when a firey wolf/dog is talking to her. He tells the same crap what Umi and Fuu had to go through, and tests her courage of heart. When this is all happening, Zagato manages to also get to the Volcano when Hikaru just went in. He strips Umi and Fuu's powers, just in time when Hikaru gets back.

The girls start to head towards the flying mountain in the sky, and remembers the good times, and bad times they had. They then get a message from Princess Emeraude, telling them to grant her wish and save Cepiro. They finally reach the place, only to find Zagato in his own Machine preventing them to come any further. They fight, they get injured, and when it looks like they don't win, they combine all of their powers, Red Lighting, Dragon Water, and Green Gale. They shoot it towards Zagato, where it kills him. In the final scene Princess Emeraude screams in horor as Zagato is killed off.

The girls, piloting their machines, head to the castle where a girl that looks like Princess Emeraude is waiting for them. After mentioning Zagato's name, she goes berzerk, and climbs into her own machine. She starts to attack them, and they fly out of there. Once outside, they engage in battle with the machine, and learn the truth from Princess Emeraude, who really is attacking them. She then tells them how her love affair (falling for Zagato actually) was not allowed for the pillar who watched over Cephiro, and that she imprisoned herself so that feelings wouldn't distract her from her constant prayer vigil. It was too late for that, and she reveals that in order to save their land, and fulfill her wish, they would have to kill her! She reveals that no one from Cephiro could kill her, that suicide was impossible, and that the purpose of the Magic Knights is to kill the Pillar when necessary. After attacking them again, the girls combine into one machine and proceeds to kill her. The huge light appears, and we see Princess Emeraude and Zagato together. When the lights fade, the girls are back at Tokyo Tower.