Nyaa (or Nya) is the name of the little black cat that is always with Shia. In both the anime and the manga he is named Nyaa by Misha (since the sound a cat makes, "Nyo" or "Nya" in Japanese) and although he insists that it isn't his real name, he never reveals his real name, so he has become known simply as "Nyaa". In both the Manga and the Anime, Nyaa despises Sasha (the feeling is mutual), and in both versions he is a full demon. His real name is Klaus (also revealed in the Pita-Ten novel series). Nya's seiyū is Yumi Touma.
Nya's human form bares striking similar features to Kazune Kujyou from Kamichama Karin, another manga from Koge Donbo, and even more of a resemblance to a character from another of her works, Yoki Koto Kiku, which also involves a character closely resembling Shia and a cat addressed as Nya.