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.
"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.