A male character known as Luka had met Bayonetta as a child

A male character known as Luka (voiced by Yuri Lowenthal) had met Bayonetta as a child, and is now a possible love interest for her. Other characters include Bayonetta's rival and fellow Umbra Witch Jeanne (voiced by Grey DeLisle), who wields four guns like Bayonetta; Rodin (voiced by Dave Fennoy), the owner of a bar called the Gates Of Hell where Bayonetta can buy various weapons and items; an informant named Enzo (voiced by Chick Vennera) who looks and sounds similar to actor Joe Pesci Bayonetta Costumes
, and provides comic relief; a young girl named Cereza whom Bayonetta meets early in the game; and the main antagonist Balder (voiced by Grant Albrecht).

The realms Bayonetta inhabits are the game's different settings, which borrow from Dante's Divine Comedy: Paradiso (heaven), which generally takes the form of a heavenly yellow or golden valley or palace and is the home of the "Angel" enemies she faces; Purgatorio (purgatory), a metarealm that functions as an "in between" for metaphysical beings and stands alongside yet outside of the plane humans exist on (all beings in and outside of Purgatorio take on a transparent Cosplay Shop
, watery appearance); and Inferno (hell), which is the game's realm that contains infernal demons of the sort that Bayonetta herself occasionally summons with her Witch powers. Further research uncovers that the Witches actually drew most of their power from the demons that exist in Inferno.

In the present day, an informant named Enzo has joined up with Bayonetta, a witch who was revived twenty years ago from the bottom of a lake and has no memories of her past. Owning one half of the "Eyes of the World", Bayonetta leaves for Vigrid when Enzo informs her of rumors the other half is there.

Afterward, Bayonetta confronts another Umbra Witch named Jeanne, as well as a young man named Luka; the former seemingly has ties to Bayonetta's past, while the latter blames Bayonetta for his father's death. Bayonetta then battles through Vigrid before encountering Fortitudo, one of the four Cardinal Virtues, and defeats him.

Making her way through the Crescent and Sunrise Valleys, Bayonetta finds Jeanne conversing with Temperantia, the second of the Cardinal Virtues; after defeating Jeanne, she then meets a lost child named Cereza. Much to Bayonetta's frustration, the child believes she's her mother and follows her; after eventually returning to the human world, Bayonetta leaves Cereza with Luka and confronts Temperantia, whom she defeats. Continuing her search for the Right Eye, Bayonetta follows Luka and Cereza down Prominence Bridge in an attempt to reach the island known as Isla del Sol; she is attacked by Iustitia, the third Cardinal Virtue, and defeats him.

The trio board a Valkyrie jet headed for Isla Del Sol, only for Cereza to become lost. After finding her and fighting Jeanne again, Sapientia, the final Cardinal Virtue attacks and downs the jet, and Bayonetta defeats him. The three then head for Isla del Sol by helicopter, and then by missile. When they reach the island, Bayonetta is confronted again by Jeanne BioShock Infinite Costumes
, who explains Bayonetta was a child born from an Umbra Witch and a Lumen Sage, which was forbidden and resulted in Bayonetta being ostracized. Bayonetta defeats Jeanne, who reveals the reason Bayonetta possesses the Left Eye is because she has accepted her fate. Bayonetta hands Jeanne the gem she had been carrying, making her remember she is Cereza, and that Jeanne was once her friend; it was Jeanne who sealed her away, giving Bayonetta the gem to protect her and the Left Eye. After Jeanne then sacrifices herself to save Bayonetta, she continues through the tower with Luka and Cereza.