Lei Xiaoyu is a former member of the Heilei, a criminal organization, who currently serves the Shinoyama clan. His ongoing assignment is to protect Sayo Shinoyama during her residence with an impostor who is posing as her half uncle, Polka Shinoyama. Born into the Black Thunder assassin clan, Lei Xiaoyu lost his limbs on a mission and rebuilt himself with prosthetics, and he was saved by Rozan Shinoyama, the head of the Shinoyama family.

In terms of personality, Lei Xiaoyu initially presents himself as capable, eager to please, and humble. He is proactive in his goals and extremely suspicious, often engaging in eavesdropping and late-night activities to monitor those around him. Underneath this pleasant demeanor, however, lies a deep-seated murderous intent toward both the impostor Polka and the real Polka Shinoyama. He presumes the impostor is an inherent threat to the Shinoyama family. His grudge against the real Polka is rooted in his own filial worship of Rozan Shinoyama, as he has long been jealous of Polka for being the subject of Rozan's fatherly affections. Over time, this resentment has evolved into a superior complex, where Lei Xiaoyu believes he is the truly useful son to Rozan and more deserving of the role than the inferior Polka.

His motivations are driven by extreme devotion to the Shinoyama family and a need to prove himself as an ideal bodyguard, servant, and even a son figure to Rozan. He can be extremely stubborn in his suspicions and convictions, intent on doubting and assuming the worst of the fake Polka even after Rozan says he trusts the impostor. This stubbornness stems from his personal jealousies and his intense loyalty.

In the story, Lei Xiaoyu serves as a supporting character and a bodyguard. His primary role is to protect Sayo Shinoyama, but his personal vendetta and suspicions create tension within the household. He is also a foil to the impostor Polka, as his distrust contrasts with others' acceptance.

Key relationships include his deep loyalty to Rozan Shinoyama, whom he views almost as a father figure, and his rivalry and jealousy toward Polka Shinoyama. He also has a complex relationship with his own blood family, having rejected the Heilei to serve the Shinoyama clan. His pride and self-confidence allow him to stand his ground against the Heilei and openly reject his origins.

Development-wise, Lei Xiaoyu's character revolves around his internal conflict between his feigned humility and his murderous intentions. He struggles to reconcile his devotion to the Shinoyamas with his personal resentments. Over the course of the story, his extreme suspicion and stubbornness may be challenged as he confronts the truth about the impostor.

Notable abilities include his combat prowess, refined through his background as an assassin from the Heilei. After losing his limbs, he rebuilt his body with prosthetic enhancements, including a dragon's arm that grants him lightning-based powers. He is skilled in both domestic tasks that aid his role as a bodyguard and in ruthless combat techniques.