Set in Italy, Gunslinger Girl follows the exploits of the Social Welfare Agency (often referred to as simply \"the Agency\"), ostensibly a charitable institution sponsored by the Italian government.

While the Agency professes to aid the rehabilitation of the physically injured, it is actually a military organization specializing in counter-intelligence and counter-terrorism. It is composed of two independent branches: Public Safety, its surveillance and intelligence-gathering division, and Special Ops, the anti-terrorist division.