Yuta Ono flees from the responsibilities of his family run business and attempts to get into college to get a girl. By a twist a fate, Yuta Ono then finds himself living with five beautiful young ladies. all of whom Yuta finds exciting.

Vanny Knights was made in 1999-2000, so a big theme in this show was the upcoming Millennium and all the changes that would be brought with it. The word for Vanny is a play on the word Bunny, which is one of the themes of their costumes. The main character, Fujita Kazuyuki is an otaku who turns out to be the one carrying the Millennium Saber within him. That means that he's actually Arest Horn, a legendary hero. Amore Gore, an evil organization of demons, want the Millennium Saber so that they can use it to rule the world. Suddenly 3 girls, Arisu, Airi, and Akira, appear in Kazuyuki's life. When they transform they become the 3 Musketeers of Arest Horn, and it's there duty to protect Kazuyuki until Arest Horn awakens.