First introduced as a summon PG demon in the New Years' event Devil Horse Rising where her summon PG could be acquired in the demon only Ice Cave instance. She was eventually added as a regular double fusion.
Shin Megami Tensei: Strange Journey[]
"A female demon of Japanese lore who appears on snowy nights. She is a type of Yuki-onna who freezes and kills humans. Sometimes she appears with a baby and asks travellers to hold it for her. The baby gets heavier and heavier and if you drop it she will kill you, but if you can bear it she will give you strength."
—Shin Megami Tensei: Strange Journey compendium
Yuki Jyorou is the focus of the EX Mission, The Cool Beauty, where she is the demon of Anthony's affections.
"A female demon of Japanese lore who apppears on snowy nights. She is a type of Yuki-onna who freezes and kills men. Sometimes she appears with a baby and asks travelers to hold it for her. The baby gets heavier and heavier, and if you drop it she will kill you. But if you can bear it, she will give you strength."
—Shin Megami Tensei IV Apocalypse compendium
Yuki Jyorou appears in the northern areas of the Fairy Forest, past the central gate and also appears in Kasumigaseki. She can pass on the Bufula, Mamudo and Mabufula skills during Demon Whisper. Yuki Jyorou benefits from learning Ice and Darkness skills.