Hitman: Blood Money ended with Diana helping 47 to fake his death, in order for him to escape The Franchise. 47 killed their leader, former FBI director Alexander Leland Cayne, though he was part of a larger secret society called Alpha Zerox. Diana and the rest of ICA do not know 47's whereabouts, nor does the player for certain – though the last scene shows 47 entering an Asian (possibly Chinese) establishment, asking suspiciously what they have to offer, "preferably in the back".
The first in-depth trailer for the game shows Agent 47 storming a safe-house, and confronting Diana while she is showering. 47 is "betrayed by those he once trusted and now hunted by the police, he suddenly finds himself at the center of a dark conspiracy and must embark on a personal journey through a corrupt and twisted world, in his search for the truth". At least one portion of the game will be set in Chicago, but it has been confirmed that the rest of the game will take place within the US.
It is also confirmed that 47 will kill Diana in her mansion under the order of the Agency as Diana found incriminating evidence about the ICA. Diana then asks 47 for a final request which is to protect and find this girl called Victoria. As 47 accepts Diana's dying wish, the ICA deem 47 as traitor and sent a group of assassins known as The Saints to kill him.