The game is set in an alternate reality of the series. The game's story takes place in Limbo City, a modern-day city secretly controlled by all-powerful demons, manipulating humanity through the comforts of life, with the demons themselves residing in a parallel plane called 'Limbo'. Living on the fringes of the brainwashed society is Dante, a young man at odds with the demons who constantly hunt him, and the civilian authorities they control.
Dante is warned by a young woman named Kat that he is in danger just as a Hunter demon drags him into Limbo. Dante navigates the Bellevue Pier's carnival and kills the demon with Kat's aid, who can see into Limbo with her psychic powers. Dante returns to the human world and accepts Kat's offer to meet with her boss, Vergil.
Along the way, Kat explains that Vergil leads "The Order", a rogue vigilante organisation intent on exposing the demons and releasing the world from their control. Vergil tells Dante that with his help the Order can bring down the demons. Dante learns that he and Vergil are not only long lost twin brothers but also Nephilim, the children of Angel and Demon and the only beings capable of killing the cruel demon king Mundus.
Their demon father Sparda was Mundus' chief lieutenant in the war against the angels until he betrayed Mundus when he fell in love with the angel Eva and sired the twins. Mundus, afraid of the Nephilim, attacked the family and killed Eva.