What is the target demographic of Yuki Yuna is a Hero? If you watch just the first episodes, it is a ordinary Mahou Shoujo for tween girls anime...

But the plot thickens into something too heavy for young girls to digest (imo) soon enough.


   The whole dismemberment and viewing themselves as living sacrifices for their god, not to mention the sisterly guilt trip.


With that in mind, where does it fall?
The light novel Washio Sumi wa Yūsha de Aru, which is set in the same universe 2 years prior and is the prequel of the anime, targets the seinen demographic. The seinen demographic includes males from 17 years of age and above. It can be safe to assume that the anime Yūki Yūna wa Yūsha de Aru is for the same demographic as the light novel.

The show is also broadcast at late night on the primary channel MBS and other channels, at as early as 22:00 and as late as 03:00 late night. The late night showing of the anime implies that it is at least for young adults and not for tween girls as the introduction might have suggests. 

Sources:


Wikipedia - Yūki Yūna wa Yūsha de Aru: Washio Sumi wa Yūsha de Aru's target demographic
Seinen definition: http://en.wikipedia.org/wiki/Seinen_manga
TV schedule: http://live.nicovideo.jp/watch/lv195090725