In the beginning Yuki presents herself as Satsuki's younger cousin and claimed her sister Miyuki died in a snowstorm and is now haunting the family's inn. However, it was later revealed that Miyuki was alive and Yuki was the ghost of a girl who had died a long time ago,drowned in the Bloodstain Lake. Yuki was trying to get Miyuki join her as a ghost for all eternity by using Satsuki and the others to chant a spell using a picture of Miyuki covered in blood. Yuki was just a lonely girl that was left by her mother at a hotel and drowned in a lake while waiting for her mother's return. In the end Yuki rests after the gang repeats the chorus "Go with the snow, but not the snow that is yellow ", using an old photo from a newspaper. Free from her evil counterpart, the girl can finally find peace.
* Yuki's name and many of her characteristics are derived from the Japanese myth of Yuki-onna,the ghost of a woman that appears in the snow.