After some pushing by Irene and her father and a lack of support otherwise, Kokoro stubbornly quits her job as a police detective to become an idol. She soon finds the idol life draining and starts to miss her old detective life. When Henriette notices Sherlock's loneliness without her, she stages a statue theft in order to convince Kokoro to return to the force.

Set in the same universe as the PSP games, Milky Holmes arrive in London where they meet a girl called Lily Adler, who seeks the help of their old mentor, Opera Kobayashi, to search for a painting of her grandmother that was stolen from her home. Taking on the case, the gang learn there have been several other related robberies in which paintings were stolen. As they interview the victims, they start to piece together how the paintings are related. They soon encounter another victim who was robbed, who believes the culprit to be an invisble man. Through careful deduction, they discover the culprit is the owner of the fifth painting in the set, Adiele, who is revealed to actually be a Gentleman Thief named Kitty Evans. Kitty attempts to escape using her Invisibility Toys, she is thwarted thanks to the combined efforts of Milky Holmes and Lily. As Opera tries to get Kitty to reveal her motive, she is hit from afar by something which causes her to lose her memory.

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A sweet Christmas special that riffs off O. Henry's The Gift of The Magi.

The Phantom Thief Arsène is undeniably powerful. If she wishes for it, she could steal any treasure she wants without being caught or arrested. However, she pulls her punches because she desires that Milky Holmes achieve their full potential as detectives—and then to battle them without holding anything back. To achieve this, she tries every trick up her sleeve to create various situations for them to face each other—avoiding any hindrances that may come her way!