At a secret research laboratory/prison, a Diclonius named Lucy escapes. The Diclonius are a mutated version of humanity with powerful psionic capabilities. Lucy was particularly abused during her imprisonment, and in her escape she bloodily kills those who attempt to stop her. However, as she made good her escape, Lucy is shot in the head.

Now without her memories, and without the ability to talk, other than saying "nyu", Lucy is taken in by two lonely teens. Lucy, or Nyu as the teens call her, adopts a new personality, one without her bitter memories. But how long will it be before her old personality resurfaces?