Set about five hours after the events of the film, Wesley Gibson continues his transformation into a full-fledged assassin and heir to a legacy of a secret fraternity of assassins. He continues his quest with a new mission to seek out the French chapter of The Fraternity, hunt down The Immortal and finally discover the truth about his family. The story begins with Wesley having awoken from a bad dream that ends the same way; with a mysterious killer that murders Wesley's mother. He finds that his apartment has been breached by a squadron of SWAT-like soldiers. They ransack Wesley's apartment and finally come upon a picture of his mother, Allyse. They find a kill order in its frame. After hunting down these intruders, Wesley confronts Arana, an assassin sent by the Barcelona Fraternity. However, Pekwarsky manages to drive her off and notifies Wesley that he's the #1 target on the Fraternity's black list. He also tells him that it will dispatch its minions to the recently ravaged Chicago Fraternity in order to collect the Loom of Fate. Wesley uses this tip make a return visit to the place he destroyed in the movie. Inside, he confronts the Russian, who notices that Fox's body is gone, and kills him. On his arm, he notices a binary code and severs it for further inspection. Pekwarsky tells him that the Russian was one of the Guardians sent to collect the Loom. Three of these are sent from various Fraternities and their codes reveal the place where they intend to move the Loom. He also informs Wesley that he is meeting a buyer that order a crate of bullets with Wesley's name on it by the name of Brummel. Wesley tags along and kills Brumel, taking his piece of the code as well. However, Wesley notices that Pekwarsky is holding something back - he's really after the kill order that was taken at the beginnocation is revealed by Pekwarsky. Along the way, Wesley kills Arana and takes her code as well. He then descends into the crypt and finds his father's mummified body. He takes the twin pistols placed in his hands and tells him that he'll take care of the Immortal.
Throughout the game, there are several flashbacks to reveal Cross' story from the beggining as told by Pekwarsky. He first has to guard Allyse, who has recently given birth to Wesley. However, he fails as the Immortal shoots her and he barely escapes with the baby intact. Later, on a mission to kill a member of the Fraternity given to him by Sloan, Cross engages Immortal on an airliner, only to escape in a red Dodge Viper (identical to the one Fox uses in the movie). After he returns to the Fraternity, he confronts Sloan for giving him a false kill order and framing him as a rogue assasin. Before the two can quarrel, the Paris Fraternity invades the Chicago Fraternity looking for Cross. During the fight, he discovers a kill order for Sloan and realizes his treachery. However, Sloan turns Cross' comrades against him and Cross is forced to flee after the Immortal. In a duel with him, Cross manages to fire a bullet straight into the Immortal's gun which explodes, severely damaging the Frenchman's face.
Back in the present, Wesley heads to confront the Immortal. However, just before they have a final duel, the Immortal reveals a twist; it was Cross who killed Allyse, with the two lovers mutually agreeing that following the Code was the only way it could end. The Immortal was merely sent to kill Wesley, who was considered an abomination by the Code.
After defeating the Immortal, Wesley has a philosophical dialogue with the Immortal. The latter says that even though Wesley's parents were fanatics, they put their faith in the Loom, and that no great human endeavor was ever achieved without faith. Wesley has had enough, and fires the bullet with his name on it at the Immortal. Depending on whether you beat the game on the PC or the console, with the console ending with Wesley killing The Immortal and the PC ending with the bullet missing The Immortal's head. Wesley then proceeds to urinate on his face.