Cleo is a mysterious girl who one day appears in Nottingham and helps Robin. Cleo is Gilbert's little sister, who lives in a monastery. When the siblings were orphaned as children, Gilbert took care of Cleo, and so they became very attached to each other. Upon learning about her only relative's supposed death, Cleo decides to come to Nottingham and avenge him. She is deceived by Alwine into thinking it was Robin who killed her brother.