Based on the 2009 game, Bayonetta: Bloody Fate follows the story of the witch Bayonetta, as she defeats the blood-thirsty Angels and tries to remember her past from before the time she awoke, 20 years ago. Along her side are a mysterious little girl who keeps calling her "Mummy", a journalist that holds a personal grudge against Bayonetta and a unknown white-haired woman who seems to know more than she is willing to reveal about Bayonetta's time before her sleep.

When his father's body is stolen from its grave, Afro takes up his sword again to tear through an army of deadly foes led by a sadistic leader.