Zagato hires her as an assassin after his other minions fail; in addition to her dancing skills, she is an accomplished illusionist and hypnotist. In the anime she has great affection for Ascot, whom she treats as a naïve younger brother, and she joins him in deserting Zagato.
It is revealed in the second manga series that she is native to Chizeta. It's also been shown that Caldina is incredibly good at cards and other games of chance. Romantically, Caldina becomes involved with Lafarga in both versions of the series.