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We Are... (私たちは...) is the twelfth and final episode of the Mahou Shoujo Site anime.
It seems the administrator's identity is a human girl. Tsuyuno dies protecting Aya and her friends, but she is brought back to life as a new administrator candidate. Tsuyuno is ordered to kill Aya so she can become an official administrator. Having lost her old memories, Tsuyuno attacks Aya with supernatural strength.
- Unlike in the manga, the anime version of Tsuyuno Yatsumura transformation of being an admin has been discontinued and is still a magical girl.
- The identity of the Mysterious Giant Eyeball is Hyoka Nagatsuki. In the manga, nothing was shown.
- In the manga, when Kichiro Misumi is 'teasing' Kaname Asagiri he was shirtless. In the anime, he is not, only removing his tie and revealing his chest.
- In the manga, Kichiro and Kaname's scene was supposed to be in Site Episode 9 but instead it was showed here.
- The complete version of the title is "We Are Not Unfortunate!" (私たちは不幸じゃない).