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Yuki Nagato is a student in the same high school which Haruhi Suzumiya and Kyon attend. Originally, she was a member of the literature club... but since the rest of the members graduated the term before, she was present when Haruhi took over the club room when she formed the S.O.S. Brigade. She then became the first member to "join", besides Haruhi and Kyon.

Personality-wise, Yuki is a rather dull person. She appears not to pay too much attention to all the chaos Haruhi causes, instead keeping her nose in a book. She also tends to speak in an emotionless monotone. But not long after the club was formed, Yuki had invited Kyon to her apartment for tea. It was there she told him a startling story.

Yuki had revealed that she was, in fact, an artificial data interface serving something called the Integrated Data Entity, and she had been on Earth for about three years – the same time that Haruhi had discovered she was no different than any other person on Earth – and as a result unconscienously recreated the universe. Yuki was assigned to Earth to observe Haruhi, for which the Integrated Data Entity believed that she was the key to human evolution.

Naturally, Kyon didn't think much about Yuki's story, although he got similar stories the next day from Mikuru Asahina, who clamed she was a time traveler observing Haruhi, and Itsuki Koizumi, who claimed he was an ESPer that dealt with the closed spaces often created by Haruhi's moodiness. It was some days later that another student at school, Ryoko Asakura, also claimed to be an artificial data interface, and Yuki's backup – and proved that when she went to kill Kyon, because she became impatient for Haruhi to do something and thought killing Kyon would accomplish this. Thankfully, Yuki had broken through the data shield Ryoko put up in the classroom where she trapped Kyon and not only saved him, but also deleted Ryoko from existence. Yuki then set right the damage Ryoko did and repaired the wounds she suffered.

As a data interface, Yuki has the ability to alter the data environment around her – what Kyon refers to as "bogus magic" – and is able to make unexplainable actions to occur. This ability was shown after Haruhi dragged the S.O.S. Brigade into a baseball tournament and altered both a baseball and a baseball bat so that the club could win against a seemingly-invincible baseball club.

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