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.