The game's plot is based on that in Ninja Gaiden II. Exclusive to the Sigma version of the game are three new chapters starring three alternate playable characters: Ayane (a kunoichi from the Mugen Tenshin ninja clan, a friendly clan who helps Ryu, originally from the Dead or Alive series), Momiji (a female member of the Hayabusa clan who uses a naginata and was introduced in Ninja Gaiden: Dragon Sword) and Rachel (a Fiend hunter from the Holy Vigoor Empire who is in possession of the "Fiend's Blood" curse and first appeared in the 2004's Ninja Gaiden).