Volume 1
Utena attends a normal school. She lives with her aunt Yurika and her best friend is a boy named Kaido. When she was small, and found out her parents died, she ran away and almost fell into a river, if a mysterious prince hadn't saved her. He told her to be brave and noble, and gave her a ring telling her that they'd meet again one day. From that day forward Utena lived as a prince, remaining strong and true to herself, and waiting for the day she'd meet her prince again. Every year she gets a letter with a rose seal from her prince, and this year she got one showing her to come to a school called Ohtori Academy. She transfers there and meets a girl named Wakaba who idolizes her and becomes her close friend. Utena sees student council vice president Saionji slap shy Anthy Himemiya. She dislikes Saionji for that, but it becomes personal when Saionji throws out a love letter from Wakaba, which other students find and post on a bulletin board for their amusement. Wakaba is humiliated, and Utena finds Saionji and challenges him to a duel for being so careless with a girls feelings. Saionji wears the same rose ring as Utena, and this qualifies them to fight in sword duels for the hand of a girl, the Rose Bride, Anthy. Utena is confused about the duels, but miraculously wins against Saionji and Anthy comes to live with her, since they are now engaged.
The student council president, Touga Kiryuu sees Utena win the duel and becomes captivated with Utena. One day he meets her and kisses her, which upsets Utena. Touga then sends Utena a dress for a party he wants her to attend. Utena and Anthy go to the party, and there Saionji tries to take Anthy away. Utena stops him, but gets trapped in an elevator with Saionji, who insists on dueling with her then and there and attacks her.

Volume 2
Touga steps in in time to save Utena from Saionji, but gets hurt in the process. While Touga is in the hospital, Saionji gets suspended for his behavior and Juri begins to bully Utena. Turns out Juri is in love with Touga and hates that Touga is giving Utena attention. Juri challenges Utena to a duel, but loses.
Next Miki is introduced, and has a crush on Utena. Miki and Utena sneak into Touga's house to find out if Touga is in touch with World's End. They stumble across a room that has a chart of all the future duels and who will fight. Miki says he doesn't want to duel with Utena, but Touga shows up and tells them it will happen.
Miki tutors Utena in math, and Miki's twin sister Kozue gets jealous of the attention her brother is giving Utena. While Utena is napping, Miki kisses her and Kozue sees it and flips out. She starts yelling at Utena and Miki slaps her, telling her to stop. Kozue runs away, and is kidnapped and can only be saved if Miki wins against Utena in a duel. Miki loses anyways, but Kozue is released, and admits that Anthy asked her to fake a kidnapping to get Miki to duel, and then she would see that Miki really loves her more than Utena.
All this time, Utena is confused because she thinks Touga may be her prince from when she was young, and is trying to find out. Touga tells her he is her prince, but Utena isn't sure.

Volume 3
Utena meets Anthy's brother Akio. Touga challenges Utena to a duel and wins. He tells Utena that he isn’t her prince, and that he used her feelings for him against her to win the duel. Utena is crushed, and becomes depressed and wears a girls uniform to school. Wakaba is upset that Utena is so sad and tries to get her to snap out of it, but only makes her angry when she insults Anthy. Utena's prince sends her a new boys uniform and Utena accepts it, and challenges Touga to another duel. Utena wins, and Dios shows himself, in an image more clear than ever. Touga then tells Utena that he will become her servant and protect her. Touga then announces that the duels are over, and that Utena is the winner.
Touga warns Utena not to trust Anthy, because she is in touch with World's End. Anthy then warns Utena not to defy World's End, because World's End will do whatever necessary to get their way.
With all this on Utena's mind, she finds out that Wakaba's dorm has caught fire and she is the only one trapped inside. Utena goes in to save Wakaba, but gets trapped herself, but luckily Akio arrives to save both Utena and Wakaba. Utena then sees that World's End is willing to hurt people she is close to.
By the end of the volume, we find that Akio is World's End.

Volume 4
Anthy tells Akio she'll do anything he wishes. Akio takes Utena out for a ride to the ocean. Utena feels that she is falling for Akio. One night while looking for Anthy, Utena goes to Akio's and he tells her he wants her and kisses her. Utena is overcome with her feelings for him. Touga tells Utena that Akio is World's End and that she has to stay away from him because he only uses people.
Utena asks Akio if he is World's End and he tells her that he is. Utena knows he's trouble, but she can't go against him because she loves him. He asks her to complete the engagement with the Rose Bride and to marry her in a ceremony at the dueling arena.