The Gentlemen Thief Empire
- Josephine Mystère (ジョセフィーヌ・ミステール Josafīnu Misutēru?) / Cagliostro (カリオストロ Kariosutoro?)
- Voiced by: Asami Sanada
- Henriette's older sister who appears in the 2nd PSP game. During the game, she acts as student council president and assigns Ellery to be in charge of Milky Holmes.
- Rei Kamitsu (神津 玲 Kamitsu Rei?)
- Voiced by: Susumu Chiba
- The head of G4. His name is based on Kyōsuke Kamitsu.
A pair of detectives who are the protagonists of the third anime season, Futari wa Milky Holmes.
Alice (アリス Arisu)
- Voiced by: Ayasa Itō
- One half of Milky Feathers, who is an understudy of Milky Holmes.
- Kazumi (カズミ?)
- Voiced by: Aimi Terakawa
- Alice's partner in Milky Holmes.
Mori Arty (森・アーティ Mori Āti)
- Voiced by: Motoki Takagi
- A mysterious transfer student with a feminine appearance but masculine voice.
- Irene Doala (アイリーン・ドアラー Airīn Doarā?)
- Voiced by: Sayuri Yahagi
- A young but wily girl who likes Kokoro and often kidnaps her for her own desires and plans to help her businessman father.
- Buta (ブー太 Būta?)
- Voiced by: Shintaro Oohata, Rikiya Koyama (Handsome ver.)
- A fat, pig-like boy who is obsessed with eating lard and is often wrongly accused by Milky Holmes of being a culprit. When he ends up gaining powers from the Toys that Sherlock Holmes had sealed away, he steals all the lard from the city, using it to change into a more powerful and handsome form.
- Lily Adler (リリー・アドラー Rirī Adorā?)
- Voiced by: Kana Asumi
- A girl who appears in the Alternate episodes. Her Toys allow her to manipulate ice.