Ashita no Nadja is the story of a young girl who grew up in an orphanage in England. One day she learns she may not be an orphan after all, and suddenly finds herself chased by some strange men. She ends up fleeing the orphanage and joins a travelling troupe of entertainers. The show follows her travels across Europe as she tries to find her mother and figure out who she really is. She meets many new people, makes lots of friends, and finds herself falling for two boys—Francis, the son of a wealthy family, and the Black Rose, a mysterious masked thief.