Makai (魔界) is the world of demons and basically means "demonic realm", "world of spirits", or "hell". However it is not to be confused with Jigoku which is also known as Hell, as such Demons' World might be a better English phrase for Makai. The entrance is located in a cave in the mountains near the Hakurei Shrine.

This is where the heroines first met Alice Margatroid, apparently before she lived in the Forest of Magic. It is ruled over by Shinki who created Makai.

This is where many events of Highly Responsive to Prayers occurred, as well as almost the entirety of Mystic Square and the last two stages of Undefined Fantastic Object.

Makai is a land with a harsh and unearthly nature that makes it difficult to survive in, but youkai and some humans live and/or train their powers here regardless. It is filled with a toxic miasma which is physically harmful, but strengthens magical spells and seals, and can also make learning magic easier for a human.

Much of Makai's terrain is a deep red color, but there are also extensive fields of crystalline forests and frozen fields. This is especially true around Pandæmonium, Shinki's fortress, which seems to be constructed from a similar crystalline material.

Long before the events of Undefined Fantastic Object, Byakuren Hijiri was sealed in a part of the Makai, the Hokkai. Byakuren believed Youkai and Human should co-exist, but humans disagreed and sealed her away. She was unsealed by Murasa and her team during Undefined Fantastic Object.