Arsène leads the Gentlemen Thieves, also called the Thieves' Empire. Her civilian cover is Henriette Mystère, Student Council President at Holmes Detective Academy, a position she uses to monitor the school. Her primary power involves "Toys," supernatural abilities granting complex illusions that later evolve into tangible entities under her control. Possessing significant strength that enables undetected thefts, she deliberately restrains herself during crimes, motivated by a desire for formidable opponents. She specifically seeks battles against the detective group Milky Holmes at their full potential, creating scenarios to pressure them into regaining their lost Toys for challenging confrontations.

Throughout the series, Arsène orchestrates events to challenge Milky Holmes, particularly their leader, Sherlock Shellingford. She relocates the detectives to a dilapidated attic after their Toy loss, imposing a three-month deadline for recovery before expulsion. When progress stalls, she escalates by setting fire to their residence and declaring their expulsion. In a pivotal incident, she stages her own kidnapping as Henriette, placing herself in mortal danger over Yokohama Gorge. This successfully provokes Sherlock into a desperate rescue, triggering the detectives' temporary Toy return. After a climactic battle where her identity is revealed mid-combat, she retreats and resumes her Henriette persona, subsequently postponing Milky Holmes' expulsion and refurbishing their quarters.

Her commitment to battling a fully powered Milky Holmes extends beyond the first season. When the detectives neglect duties for farming, her visible frustration prompts the Gentlemen Thieves to independently plot revenge. A 2017 TV special reaffirms her core motivation: despite having the capacity to steal any treasure without consequence, she consciously limits her actions due to her singular goal of an ultimate confrontation against a fully realized Milky Holmes, a dedication maintained across all official appearances.

Arsène maintains distinctive traits in both identities. As Henriette, she wears standard school attire. Her Arsène persona features flamboyant outfits often designed to emphasize her physique. She commands loyalty as leader of the Gentlemen Thieves, with implications of romantic admiration from teammates. She coordinates their operations, which include undercover roles within the academy such as janitor, chef, teacher, and student, facilitating access to both the school and the city.