Plot
Six hundred years before the events of the first Bayonetta, a fifteen-year-old Cereza stays with her strict and stoic teacher Morgana, following her exile from her home due to being the result of the forbidden love of the Lumen Sage, Balder, and the Umbra Witch, Rosa, leading to her father's banishment and her mother's imprisonment. One night, feeling underappreciated by Morgana despite her hard work in mastering her powers, Cereza decides to venture into the forbidden Avalon Forest, being led there by a mysterious boy she saw in her dreams. Inside, she is swarmed by a group of faeries. With no other option, Cereza performs a demon-summoning ritual, successfully summoning a demon, but it attempts to attack her after possessing the body of Cereza's stuffed cat in order to survive outside of Inferno, though it is unable to hurt its summoner. With the creature, who Cereza dubs Cheshire, unable to harm her, the two reluctantly decide to travel through the forest together, with the promise that Cereza can find the power she needs to save her mother, as well as send Cheshire back to Inferno.
The two continue their journey, following the tracks of a white wolf whilst conquering the dangerous creatures that lurk in the forest and destroying the four Elemental Cores hidden deep within the thicket, where Cereza gradually overcomes her timid nature, while Cheshire's stubborn attitude eventually begins to soften as he begins to care for Cereza like a true friend. Suddenly, a faerie tries to lure Cereza into its grasp by disguising itself as her mother. Realizing this, Cheshire destroys the illusion, but Cereza's grief over her mother causes her and Cheshire to argue, deciding to part ways. Later, after seeing him captured, Cereza, concerned, swallows her pride and, with the wolf's help, ventures into the faeries' castle, rescues and makes up with Cheshire, and the two work together to defeat the faeries' ruler, Púca.
Soon, the two reach the deepest part of the forest, where the boy Cereza saw in her dreams, named Lukaon, explains that, like Cereza, he was cursed for being the half-blood son of a faerie and a witch. Cereza sympathetically agrees to help him, but grows torn when Lukaon explains that he needs a demon's essence to free himself from the curse. Refusing to put her friend in harm's way, Cereza refuses to give up Cheshire, but Lukaon decides to rely on force and use Cheshire to rid himself of the curse. Luckily, Cereza manages to rescue the demon, though Lukaon steals the elemental powers Cheshire gained from the Cores. The two combine their strength and engage Lukaon in battle, take back the elemental powers, and defeat him.
However, soon after, Púca returns for payback, amassing his faerie army for cavalry. Cheshire, carrying the weakened Lukaon, and Cereza narrowly escape the forest before being saved by Morgana, who discovers the boy, but instead of saving him, she angrily turns to Cereza and Cheshire, revealing herself to be Lukaon's long-lost mother, as well as sending other failed Umbran disciples before Cereza to retrieve Lukaon from the forest, unleashing her magical power upon them to avenge her son. At first feeling doubtful of her abilities to combat her mentor, some words of encouragement from Cheshire spur Cereza to fight on, manifesting the Witch Time ability to take Morgana by surprise and defeat her, destroying her Umbran Watch and forcing her soul from her body. After tearfully bidding farewell to Lukaon, Morgana's soul is dragged down into Inferno--a fate that eventually befalls every Umbra Witch--and Cereza and Cheshire share a farewell of their own before Cheshire uses the portal made from Inferno's denizens and returns home. Cereza, after her mother wishes her luck in a dream, leaves home the next day to find her next adventure.
After completing the game, a bonus scenario is unlocked taking place after Cereza and Cheshire destroyed the Fire Elemental Core from Puca's fortress. Jeanne, Cereza's best friend from her home, enters the forest to search for Cereza. She discovers Cheshire, who has been separated from her by a mysterious force, and the two team up to rescue Cereza. After searching through the forest, they discover the unfamiliar figure that is responsible - Singularity, the main antagonist from Bayonetta 3 who appeared to be killed in a climatic final battle, had actually sent a piece of himself back in time at the last second in an attempt to kill Cereza and steal the Left Eye of Darkness before she could ever become Bayonetta. During a fierce battle, Singularity provides Jeanne with glimpses of her own future, in which she will ultimately meet her end at Singularity's hands, promising to free her from that fate if she abandons Cereza. But Jeanne refuses to back down, and she and Cheshire manage to overpower and destroy Singularity and free Cereza. Despite knowing what her future holds, Jeanne vows to continue being the friend Cereza can always count on.
