Siesta is a fantasy Europe in which bullet users, a group of people who were mistreated for unknown reasons, exist. The discrimination has lessened due to Grande Corp's efforts to eradicate the pirate faction, which has been a problem for many years. Bulletron, a battle suit made exclusively for bullet users, was instrumental in their success.
Dia Canto is the protagonist of the story who introduces herself by sharing her life's experiences. She explains how she became an orphan, how she met her foster family, and how she developed romantic feelings for her step brother, Loe. Unfortunately, her love for him was unrequited, and she went out to express her sadness. It is during this period when she meets Cid Leon, who employs her services as a "protector."