Chrono Crusade is set in the height of the Roaring Twenties, where jazz is king, bootleg liquor flows freely, and the mob rules the streets. It is a time of prosperity, luxury and decadence, and the division between rich and poor grows even wider in the wake of the First World War. It is at such times of great change and upheaval that the dark things that lurk below the world of man can come to the surface. In the world of Chrono Crusade, a fictional organization known as the Order of Magdalene (or more specifically, the characters of Sister Rosette Christopher and her soul-bound demon partner, Chrono) exists to fight the demonic threats that appear with increasing regularity across America. Both Rosette and Chrono are revealed during the course of the story to be driven by a shadowy past, centered around a search for Rosette's lost brother Joshua who is shown to have been taken from her by the sinner, Aion, a demon who shares a dark and bloody history with Chrono. He seeks nothing less than to overthrow the delicate balance between Heaven, Earth, and Hell (in the manga it is the demons hierarch he wished to destroy).
The anime follows the manga through the events of Volume IV, but it diverges during a crucial plot event, creating different courses of events and endings. The characterization of some the characters, including Rosette and Aion, and their roles in the story were changed drastically in the adaptation of the manga. Much of the story is driven by the individual pasts of the main characters and the complex relationships between them.