Sayu Mihashira and her twin sister Saya reside in Hakoyanagi City, Tokyo, in 2034. Together, they host the weekday lunchtime school radio program "All Day Nippon." The show discusses school affairs like ongoing construction delays, features listener-submitted content such as complaint themes and wordplay dialogues, and includes segments like a teacher horoscope predicting faculty misfortunes. The sisters also provide live commentary for their school's baseball games during broadcasts.

Sayu possesses blonde hair and blue eyes, frequently wearing a distinctive cap. Both twins are avid cat enthusiasts, reflected in their cat-shaped microphone designs and headwear.

Contrasting her more outspoken and impulsive sister Saya, Sayu exhibits a reserved and cautious personality. She often moderates Saya's critical remarks about the school principal on air, expressing concern that excessive criticism could jeopardize their program. This dynamic positions Sayu as the calmer counterpart tempering her sister's exuberance.

The twins receive consistent fan mail under the pseudonym "Mayuri," who submits puns and wordplay for their show. Unaware of her true identity, "Mayuri" is actually fellow student Hiromi Urino, who uses a cat hand puppet while interacting with their broadcast.