In the future, water has covered much of the Earth due to the effects of global warming. The orphaned Maia Mizuki, 15, just graduated from middle school and has already applied for employment in the elite paramilitary Ocean Agency, part of the futuristic world government. Only the best, most intelligent, and physically fit students are eligible for admission. Maia, the series' protagonist, is set to become one of the few. But her ideal life quickly falls apart. To her disappointment, Maia unexpectedly fails her entrance exams. Making matters worse, she promptly gets evicted from her house, pick pocketed, taken hostage, then shot. She is "saved" by two women (Rena and Shizuka) that are part of an unorthodox help-for-hire organization called Nereids (inspired by the Greek mythological Nereids ). With nowhere to go, Maia joins up with Nereids, taking jobs from capturing wanted criminals to chasing stray cats, often with unexpected results. Gloria and Yu later join up with Nereids. "Daphne" in the title refers to a subplot that starts midway into the series and eventually become important to Maia. "Brilliant Blue" refers to the fact that this is a world covered by water with almost no land. The world consists of vast oceans, a few islands, and floating cities.

Short specials included in the Blu-ray/DVD releases.

Special episodes included in BD.

Fifteen years ago, a hyperspace gate appeared in the middle of the Pacific Ocean, connecting Earth to a strange world filled with fairies and monsters. The city of San-Teresa became a home for over two million of these otherworldly visitors. Unfortunately, the population boom also brought its fair share of problems—drugs, prostitution, and trafficking. To combat the rampant crime lurking in the city's shadows, a new department was established in the San-Teresa Metropolitan Police. Former JSDF soldier Kei Matoba is one of the best cops that the department has to offer, despite his inclination to occasionally bend the rules. After a fairy trafficking case goes wrong, Kei loses Rick Fury, his friend and partner of four years, setting him on a quest for vengeance. To help him with the case, the department pairs him with Tilarna Exedilika, a noble of the Farbani Kingdom. As one of the Knights of Mirvor, her duty is to rescue the noble fairy that Kei encountered during his last case. Despite his distaste for non-humans, he accepts the arrangement at the request of his superiors. Now, the unlikely duo must come together and overcome their differences in order to return the missing fairy to her country and avenge the death of Kei's partner. [Written by MAL Rewrite]