After beating the final boss of Borderlands 2, the Vault Hunters capture Athena and interrogate her as to what really happened before the events of the game. She tells the Hunters how she and a group of three others helped Handsome Jack rise to power in the planet of Pandora. At the time, Jack was only a Hyperion employee, and he offered Athena and the 3 others an outstanding offer to go search for the Vault, which is believed to be an alien secret box containing all the secrets behind their mysterious technology. Along with the 3 others – Nisha, Wilhelm and Claptrap (all of them are Borderlands 2’s enemies and NPCs) - she goes aboard a spaceship headed to the Hyperion moon base of Helios.

To their surprise, their ship is attacked by Dahl soldiers who are members of a rebel group called the Lost Legend. The Lost have taken over the base of Helios, and after an intense combat against the Dahl fighters, they crash on the moon. Jack now asks for the crew’s help to regain control over Helios and get rid of the Lost Legend. The story that unfolds is vital to reveal what exactly happened with the 4 hunters and what led to Handsome Jack’s sudden rise to power so quickly from a nobody to the space’s monarch.