The setting takes place in the fictional Kabayan Kingdom (カバヤン王国, Kabayan Ōkoku), in the Middle East. His Imperial Highness Coconut, the heir to the throne, and his sister Mammy are searching for hidden treasure, guided by a map. When Coconut and Mammy are attacked by the Crimson Lizard Gang (紅蜥蜴団, Kurenai Tokage-dan), the white turban-wearing ally of justice "Messenger of Allah" appears! Messenger of Allah's secret identity is Goro Narumi, a private investigator.