With the invention of anti-gravitational shoes known as Grav-Shoes, the ability to fly freely has become an everyday experience for the people inhabiting a four-island archipelago south of Japan. This invention has brought the people new ways of living and also a new sport known as "Flying Circus," where participants gain points by either touching floating buoys or their opponent's back. The gullible and clumsy Asuka Kurashina, newly transferred to Kunahama High School, enters this world of flight unknowingly when she is able to pull off a difficult maneuver the first time she participates in a Flying Circus match. Eventually, this leads her to join her school’s Flying Circus club. Led by their coach, Masaya Hinata, their members consist of the experienced Misaki Tobisawa and her overprotective friend, Mashiro Arisaka. Ao no Kanata no Four Rhythm follows this rookie group soaring high above the skies and toward their dreams, armed only with their unwavering passion against an uncertain future.

"A hero will never give up, never hide, never be defeated and never accept evil!" Firmly believing these words, Masayoshi Hazama has been obsessed with superhero shows since childhood. By day, he earns his living as a famous model, and by night, he becomes the gallant hero Samurai Flamenco. Armed with only his superhero costume, he seeks to bring justice to the city and faces anybody who tries to break the law—even rebellious juveniles and people who litter on the street. Masayoshi's heroic antics later catch the attention of the public, leading to the fateful discovery of his identity by policeman Hidenori Gotou. Although initially telling Masayoshi to leave the crime-busting activities to the police, Gotou ends up joining him in his antics. However, things soon escalate from preventing littering and petty thefts to bizarre adventures that involve even the fate of the world. Together with their newfound comrades, Masayoshi and Gotou embark on a battle with the world and themselves in order to find the true meaning of being a hero—with or without superpowers.