The Marquis takes place in Venisalle, a fictional land resembling France during the mid-18th century, complete with stratified society and Church dominance of everyday affairs. The story revolves around Vol de Galle, a former Inquisitor of The Faith who has the ability to see demons, many of which have infiltrated society disguised in human form. De Galle combats these entities with his sabre and a pair of specially built, anachronistic machine guns.