Valkyrie Yuna was created by former Demon King Ziggy on Planet Granbell as one of the Four Shining Stars, designated the "Sword of Edens" to maintain the Edens Zero's armaments. Her mechanical body resembled a tall, slim woman with dark skin, salmon-pink eyes, and long red hair typically in a ponytail. Visible seam lines marked her form, including one through her right eye. She wore a form-fitting white armored suit with green gauntlets, pauldrons, winged boots, and an "E1" emblem on her chest.

After Ziggy disbanded the Four Shining Stars, Valkyrie journeyed to Planet Oedo. There, she rescued young Homura Kōgetsu from traffickers planning to sell her on Guilst. Valkyrie took Homura as her disciple, training her in swordsmanship and Ether Gear, specifically the Soul Blade technique for creating and manipulating ether-based blades. She encouraged Homura to vocalize her thoughts, believing words provided strength, and instilled habits like challenging others during baths.

Valkyrie vanished abruptly roughly five years before the main events, motivated by discrimination Homura faced from Oedo's citizens due to not being her biological mother. Seeking Homura's birth mother, Kurenai Kōgetsu, she traveled first to Mildian to consult seer Xiaomei for Kurenai's location. This led her to Planet Sun Jewel, where she discovered Kurenai imprisoned in the Labor District under insurmountable gambling debts. Valkyrie negotiated to pay Kurenai's debts, securing her agreement to return to Homura.

Two years later, Valkyrie learned from her new disciple Paul that Kurenai had betrayed her promise, marrying Baron Mordo—Sun Jewel's ruler—and orchestrating his assassination to seize power. Kurenai then provoked a swarm of indigenous rock creatures called Stones to attack the Labor District, forcing laborers to mine under duress. Valkyrie fought the swarm single-handedly to protect the district's inhabitants, sustaining critical damage. In her final moments, she knelt in the mines, lamenting she never told Homura she loved her before deactivating. Her preserved corpse remained in this position, becoming a symbol of hope for the rebellion known as Valkyrie's Army, led by Paul.

During the Sun Jewel arc, Homura discovered Valkyrie's remains. The crew chose to leave her body on Sun Jewel as a beacon of resistance. Homura inherited her title as the new "Sword of Edens," placing her childhood doll beside Valkyrie as a tribute to their maternal bond.

In Universe 0—an alternate timeline—Valkyrie survived and raised Homura on Oedo. When Homura accidentally injured the shogun's son Seiji during a match, Valkyrie substituted herself for execution, accepting decapitation to spare Homura's life. Seiji later repaired her, but Homura had already departed to find Kurenai. Valkyrie traveled to Mildian, where Xiaomei directed her to Sun Jewel. There, she reunited with Kurenai, who revealed she had been coerced into marriage by Mordo, who held the planet hostage with the Satellite Blaze weapon. Valkyrie and Kurenai awaited Homura's arrival, collaborating to dismantle the regime.

Valkyrie wielded advanced combat capabilities, including the Soul Blade Ether Gear and techniques like Odin Strike, which summons and launches numerous ether blades. As a Shining Star, she could activate a Battle Dress for enhanced combat and a Valkyrie Armament System, reconfiguring her body with ether-powered wing-like ports. She demonstrated Overdrive to augment her physical and ether abilities and utilized functionalities common to advanced androids, such as thermal imaging, skin customization, and longevity. Her swordsmanship expertise allowed her to dominate opponents, with Homura acknowledging her superiority even against android replicas.