Gaunt Rainbow is set in a bleak dystopia twenty years after a pivotal event in the war between the Chosen caste and heathens; the destruction of the walled city called Capital. Pamela, nicknamed "Rainbow," is cursed to drain life from living beings so that she remains in perfect health. As a girl, a self-proclaimed messiah, a pubescent boy, cured her blindness. Pamela believes the boy also resurrected her after she died in a warehouse fire when all of Capital burned. Her curse began after she came back to life, but, by then, the boy had vanished. Pamela follows rumors and goes into the Shur desert to find the errant messiah. She hopes he will remove her murderous curse.