In a future where global warming has submerged most of Earth, fifteen-year-old orphan Maia Mizuki has just finished middle school and already submitted her application to join the Ocean Agency, an elite paramilitary force serving the world government. Only the most intelligent and physically fit students are accepted, and Maia—the story's protagonist—is poised to become one of them.
Her ideal life quickly unravels. To her dismay, Maia unexpectedly fails the entrance exams. Matters worsen when she is evicted from her home, has her pocket picked, gets taken hostage, and is then shot. She is "saved" by two women, Rena and Shizuka, who belong to an unconventional help-for-hire organization called Nereids (named after the Greek mythological sea nymphs). With nowhere else to turn, Maia joins the Nereids, taking on jobs from capturing wanted criminals to chasing stray cats—often with unpredictable results. Later, Gloria and Yu also become members of the Nereids.
The "Daphne" in the title refers to a subplot that begins midway through the series and eventually becomes significant to Maia. "Brilliant Blue" describes a world covered almost entirely by water, with vast oceans, a few islands, and floating cities replacing land.