The Jericho squad is a seven-man strike force for the U.S. Department of Occult Warfare, sent into the Middle Eastern city of Al-Khali to investigate an intense level of paranormal activity. Throughout the game, players will be able to play as, and switch between, the members of the squad - each of them skilled in modern warfare and individual para-psychological disciplines, such as telekinesis, blood magic, exorcism and more.

Delgado is the squad's heavy weapons expert and a skilled Pyromancer - one who speaks with fire. The source of his power is the entity of a living flame, a fire spirit, which lies encased within a protective shell on Delgado's right arm.

In combat, Delgado unleashes the spirit as a roaring flame. Responding to Delgado's commands, the fire spirit becomes a formidable weapon, razing the nightmarish enemies in its path. However, use of this fearsome living weapon comes at a cost: while the spirit is free, Delgado's arm burns with a searing pain, draining his energy. To be effective in combat, players must balance the use of the spirit against torturing Delgado to exhaustion.