Detective Max Payne (Mark Wahlberg) is a three-year veteran in the NYPD Cold Case Unit, privately consumed with investigating and finding the murderer of his wife Michelle and their infant child.
Max’s snitch, Trevor, supplies information that leads Max to three drug addicts in an empty train station.
They attempt to rob Max in a bathroom; instead, Max interrogates one of them about his family’s murder, with no results.
While one of the drug addicts runs away he is attacked by shadowy, winged man-creatures and is hit by a train.
At Trevor’s apartment, Max meets Natasha Sax (Olga Kurylenko), who gets into an argument with her sister, Mona (Mila Kunis).
When Natasha storms off, Max searches for her in the back where partiers are using the drug “Valkyr”.
Max is silently confronted by Jack Lupino (Amaury Nolasco), but Natasha takes Max back to the party.
Max notices Natasha’s tattoos and wants information about them, inviting her back to his apartment; however, Natasha tries to seduce Max and makes insensitive comments about his wife, and he kicks her out. Natasha leaves through an alley and is attacked by the winged shadow creatures.
The next morning Natasha is found dead, and Max’s wallet is discovered at the crime scene.
Max becomes the prime suspect in the case, with his old partner, Alex Balder (Donal Logue), taking part in the investigation.
Alex notices the tattoo on Natasha’s arm is similar to one found in the case file of Max’s wife.