Though no details about her origin is provided, it is revealed that she has an overprotective father, Nergal. Also at the same time as Vincent, she is seducing Steve Delhomme. It is implied that she later breaks up with Steve to spend more time with Vincent on Day 3. Steve appears in a more frantic and paranoid state on 4-1 trying to find 'her' again, and the following day he tracks Vincent down and threatens him, desperate to get Catherine back. This makes it clear Catherine broke up with Steve by telling him she was seeing Vincent.
Catherine first meets Vincent at the Stray Sheep bar when Vincent was drinking alone due to his friends leaving early. Catherine approaches Vincent and asks to sit with him. They start talking and Vincent finds out that she's exactly his type. They later engage in an affair at Vincent's apartment.
On Day 7, Vincent breaks up with Catherine at the Stray Sheep. She tells him not only is she all right with him having another girlfriend, but is also all right with him marrying Katherine and having a child, as long as he still sees her. Though this can be seen as a last play at manipulation, her reaction appears genuine. Furious at Vincent's choice, Catherine punches him in the stomach multiple times violently in the restroom.
On Day 8, Katherine goes to Vincent's apartment, but Catherine is mysteriously there. They both meet and eventually go from swearing and insults to viciously trying to kill each other. Katherine finally stabs Catherine with a knife. When Vincent and Katherine try to leave the apartment, they find themselves within the Nightmare. They are forced to climb to the Cathedral at the top of the tower while being pursued by a monstrously-transformed, gigantic Catherine.
It is later revealed by Boss that Catherine is a succubus and that nobody saw her was because she only appears to her current victims. Boss employed Catherine in order to condemn her victims to the Nightmares as he believes them to be sinful and must pay for their sins. She is able to shape shift into any form she chooses and often appears to her victims with the traits of that victim's ideal woman.
- In the Japanese version of the game, Catherine and Katherine both have their names spelled the same way. This is meant to confuse the player.