Mona Sax is the twin sister of Lisa Punchinello and sister-in-law of Angelo Punchinello. She strongly dislikes her sister's Mafia Boss husband. Almost nothing is known about Sax's early life and assassin training. The only clue to her past is a picture of Mona with her twin sister at Mona's hideout.
Working for Horne
Mona meets Max Payne for the first time after the death of Jack Lupino at Ragna Rock and tells him about Don Punchinello's involvement in the valkyr trade. After that, she drugs him to lose his consciousness, stating she does not want to risk her sister being killed in his reckless revenge quest.
Betraying Horne and "death"
Mona is later sent by Horne to kill Max. She comes out the Aesir HQ elevator, pointing a gun into Payne's face. Horne orders Mona to kill Max, but Mona refuses, stating she doesn't kill "nice guys" like Max. A guard then appears to killl the couple, but Mona saves Max, though a bullet hits her in the head.
Though it appears as if she has been killed by Aesir Corporation security guards at the Aesir HQ elevator after being shot in the head, her body is never found.
Working with Woden
Mona Sax, alive, reappears in 2003 and is now the prime suspect in the murder of Senator Gates. That case is assigned to NYPD detective Max Payne’s partner Valerie Winterson. Despite his past encounters with Mona, Max does not inform the NYPD of his acquaintance with her, nor does he inform them after Sax visits him at his apartment. The duo eventually start working together trying to solve the Cleaner Case and develop a romantic relationship.
At the Woden's manor firefight, Sax is confronted by Max Payne about her true employer, Alfred Woden. When presented with the opportunity and the orders to kill Payne, the assassin can not bring herself to pull the trigger. Dramatically, in that fateful moment of her decision, she is shot in the back by Vladimir Lem. Later that night, she dies in Max Payne's arms as he kisses her.