Azumi focuses upon the life of the female assassin Azumi. The manga begins an indeterminate number of years after the Battle of Sekigahara, but as the Azumi begins her assassination missions, the manga introduces the characters into mainstream history. Many of the early assassination missions that Azumi undertakes are the assassinations of the prominent supporters and generals of the Toyotomi Clan, against whom the Toyotomi Clan expected to again go to war. The manga 'reveals' that many of the Toyotomi leaders who conveniently died of diseases or accidents prior to the final confrontation between the Toyotomi and Tokugawa were actually victims of assassinations by Azumi and her comrades, thus indicating to the reader when the events were taking place.
Azumi is raised by an old man known as "Jiji" (grandfather), whose name is later revealed to be Gensai Obata, as the only girl among nine students and " grandfather". They are secluded from the rest of society in a tiny valley called "Kiridani" (Fog Valley) to such an extent that they do not know the difference between men and women, what a baby is, or customs like marriage. Early in the manga, as part of their training, Azumi and her comrades are allowed to go to a small community of ninjas to learn the basics of ninjutsu.
The manga sets a chilling tone early on. The 12 "erabareta senshi" (chosen warriors), who are all young children (Azumi has her first period well after her first missions, so she appears to be somewhere between 10–12 years of age at the onset of the manga) are told by Jiji that they have completed their training. For their first mission, they are to form a pair with whomever among the 12 that they feel the closest. Azumi pairs with Natchi, and all ten others pair with their closest friends. Having formed the pairs, Jiji tells them their first mission is to kill their partner—whoever is too weak to kill their partner is too weak to fulfill their life's missions, and without any means of independent survival, there is no way to live other than to kill their partner. The twelve children each fight their respective duels, and Azumi slays Natchi, an event which appears to deeply traumatize Azumi, but she hides her feelings, as do the others.
Then, their second mission was to slay every person in the ninja commune, including women, children, babies, and their longtime teacher. Azumi hesitates, and is unable to kill a baby, a task which one of her comrades quickly accomplishes for her telling her "I'll keep this secret from Jiji" but with a reprimanding glare.
The remaining six warriors proceed to go on assassination missions of the various important supporters of the Toyotomi Faction. Azumi gradually begins to feel doubts about the morality of killing, but is repeatedly told, quite truthfully, that if her targets remained alive, the coming war between the Toyotomi and Tokugawa will be that much more horrible and result in even more innocent deaths.