A princess trapped underwater prays for the Magic Knights to save her world. In Tokyo Japan, several schools are on a field trip to the Tokyo Tower. A girl named Hikaru excitedly looks out of a binocular stand when the time runs out. In the process of searching for more money to put in the machine, a blonde girl from another school hands Hikaru the change she needs. Hikaru’s classmates comment that she wears the uniform of a famous private school meant for geniuses. Hikaru goes to thank the girl as she walks away. The classmates also look around and see a girl from another private school with blue hair. A sudden connection is felt between the three girls, Hikaru, the blonde, and the blue haired girl. A ray of light engulfs the tower and the princess appears before them. She calls them the Magic Knights and begs them to save Cephiro.
The next thing the girls know, they are falling into a new word. They are caught and carried on the back of a flying fish. A dark haired man in armor watches them from a mirror. The girls are deposited on the ground. The girls introduce themselves to one another. The blue haired girl is Umi Ryuuzaki, the blonde is Fuu Houji, and of course there is Hikaru Shidou. They are all the same age and in the same grade.
A man’s voice recalls the giant fish. A wizard holding a staff appears and introduces himself as Master Mage Clef. He tells the girls they cannot return to their world until they save Cephiro--the word they are in. The man in armor, whose name is Zagato, summons one of his minions, a woman named Alcyone. He sends her to get rid of the Magic Knights.
Clef explains that Princess Emeraude has been kidnapped by the High Priest Zagato. As a result, Cephiro has become filled with war and monsters. Only the Magic Knights--the three girls--can save her and the world. He bestows armor on each of the girls which allows them to use magic. Alcyone then arrives. Clef summons a large bird like creature and sends the girls off on it towards the Forest of Silence where they will meet with a person named Presea. He turns to hold off Alcyone. The sorceress briefly talks to Clef and summons a monster to attack him. She admits she would not be able to defeat him on her own and leaves in pursuit of the Magic Knights. Zagato appears and turns Clef to stone.
Alcyone succeeds in catching up to the Magic Knights and says she must kill them. HIkaru refuses to surrender and uses her magic for the first time to attack Alcyone. Alcyone disappears. Zagato and Emeraude have a confrontation; Zagato admits he does not care what happens to Cephiro. The girls continue their journey to the forest.