The four members of Milky Holmes are going on a study tour. While soaking in the hot springs among snow monkeys, alarms interrupt the relaxing environment! It was the work of the Thief Empire. A fierce battle between Milky Holmes and the Thief Empire begins, with both sides using their Toys (special powers). Furthermore, with the arrival of the Genius 4, a three-way fight occurs! In the midst of battle, a violent lightning strikes from the sky. Struck by the lightning, the four Milky Holmes girls lose their abilities.

The story involves a boy and his younger sister whose dog Papadoll is missing. They find out that he has been abducted by anthropomorphic cats to be brought to a world called Banapal Witt, which is built on top of a giant sleeping cat. There the sun turns poor Papadoll into a bizarre giant monster. He becomes the weapon and beloved pet of a spoiled Princess who turns everything she touches into balloons. She plans to use Papadoll and a giant inflatable mouse to control the sleeping cat and thus Banapal Witt itself.