In 15th Century Sweden lived a young woman named Hope who is the daughter of a ruthless mercenary named Matthias. Matthias is in fact Lucifer in disguise and upon performing a satanic ritual he was about to be detain by a mob of raging villagers not only for being the devil but for causing the village so much grief and sorrow for his actions of sacrificing young men to eternal damnation. Matthias or rather Lucifer escapes the mob by transporting himself to Hell leaving his own daughter behind who ends up paying for her father's crimes. Hope now a prisoner wearing rags is being sentenced to be burn on a stake for being the daughter of the devil. As the fire begins to burn at the base of the stake, Lucifer contacts her through a proxy with a choice to either have her life spared by joining him in Hell or suffer by being burn to death. Hope agrees to her father's terms and thus two flying demons comes from a portal to Hell extract her from the burn stake and took her into the portal leading to Hell itself.
Before Hope knows it she finds herself in Lucifer's court where he offers her to join his side, but after being taken prisoner and having her whole life change over the course of one day Hope decline her father's offer with resistance that leads Lucifer to cast her out of his palace. Hope now lost within the wastelands of Hell, as she tries to survive something within her awakens as she discovers that she now processes demonic powers which she didn't had in the land of the living. After taming two demon dogs that tried to kill her she encounters Cremator. A former servant to Lucifer only end up being abandon by his master as has since lived out in the wastelands doing what he does best: making weapons. As both out casts turn to have similar goals, Cremator helps train Hope to become a warrior who'll defeat Lucifer. As time pass by, Hope's appearance changes as her skin gradually became lighter as well as her hair. By the time she's fully succeeded in using a sword her skin & hair is now as white as snow. The innocent and kind woman known as Hope was no more as she now proclaims to be known as Lady Death.
With Lady Death being Hell's new female warrior, she and Cremator search and seek demons who oppose Lucifer's rule. And eventually an army is form consisting of hellspawn creatures all being lead by the fearless yet beautiful female warrior Lady Death. Upon attacking Lucifer's palace, Lady Death eventually comes face to face with her father over a challenge on who should take control over hell. After the battling against him, Lady Death manages to kill Lucifer and thus she is now Hell's new ruler. Even though she succeeded in defeating her own father, Lady Death is unable to return to the land of the living. In order for her to be able to leave Hell is by killing off all of Lucifer's henchmen who have fled sometime before the battle occurred. Lady Death is determine to hunt them down one by one.