Dio Eraclea is the 16-year-old younger brother of the most powerful Guild member, Maestro Delphine Eraclea. People see him as a rare find that will someday take over the Guild. He is very playful and fearless, and treats many things like they were games. His odd nature can be seen in his awe of Claus Valca's skills and giving him the nickname "Immelmann" (referring to the World War I German ace, Max Immelmann and the maneuver Claus frequently used while flying, the Immelmann turn). This strange nature is mostly due to the Guild lifestyle and fear of his sister Delphine. His first appearance in the series is marked by a chess-match with his beloved friend Lucciola and with the Guild's power and surveillance, watches the skies of a skirmish between Guild ships searching for Alvis Hamilton and the Silvana. He finds extraordinary talent in Claus's vanship piloting, and after the Horizon Cave Eight vanship race, he starts to have strong interactions with the main characters. He later joins them on the Silvana in order to escape his sister, but is forced back to the Guild before long, and is brainwashed by a Guild device in preparation for the "Rite of the Covenant". Driven to insanity, he participates in the Rite of the Covenant, where the next Maestro is chosen, and emerges victorious. He escapes with Claus and Alvis soon after and is nursed back to health in the Mad-Thane residence. He flees from there in a vanship and travels to the Grand Stream. Being delirious, his memory resets to the moment of the race in Horizon Cave, and he attempts to pass Claus. At that moment he tells his navi, Lucciola (who isn't there), to jump out so they can get more speed. He crosses a flock of rainbirds believing them to be the finish line and congratulates Lucciola on their victory and invites him to celebrate, but he then turns around to find he is not there. Believing Lucciola had actually jumped from the vanship, he attempts to cross to his seat while crying, but his vanship is then hit by a gust of wind and he is swallowed by the Grand Stream. Despite this, his voice is heard during a later scene in the Silvana's engine room cheering "Ascending!"
There is a scene depicted in the series' official artwork showing Claus, Lavie, and their friends living on the farm turning and smiling at an individual stepping into the frame with them. Though all that can be seen is one foot and a waving hand, the individual appears to be wearing Dio's Guild uniform.
In "Last Exile: Fam, the Silver Wing", Dio is a skilled vanship pilot taking refuge among the Sky Pirates. He is free spirited and likes to stick his nose into any situation if he can make it interesting. Little is known about his background before he joined the Sky Pirates six months prior to the story. His signature aerial maneuver is the Immelmann turn.