Awakening in a watery grave two decades prior, Bayonetta embarks on a relentless pursuit to reclaim her lost memories. As an Umbra Witch fueled by infernal compacts, she wages ceaseless battle against celestial adversaries, seeking answers to her enigmatic past. Assisted by the enigmatic Rodin, a bartender-cum-arms dealer, and shadowed by the persistent journalist Luka Redgrave, convinced of her involvement in his father's demise, Bayonetta's path converges with the enigmatic Cereza. However, her journey is obstructed by Jeanne, a rival witch aligned with the very forces she defies. Through a tapestry of alliances and enmities, 'Bayonetta: Bloody Fate' unravels a web of intrigue binding these characters, delving into a nefarious conspiracy that binds them irrevocably.