Two years after the defeat of Clockwerk at the end of Thievius and the Raccoonus, Interpol have Clockwerk's parts in a museum in Cairo, Egypt. Sly, Bentley and Murray break into the museum to steal the Clockwerk parts, with their goal being to destroy them so the menace will never return. However, what they find was that the parts were already stolen.
In the midst of everything, Carmelita Fox appears and accuses Sly and his gang of stealing the parts. Constable Neyla, who is working with Carmelita, mentions that it looks like this heist is the work of a group called the Klaww Gang. After Sly and his friends get away, they then begin doing research on this Klaww Gang to retrieve the Clockwerk parts.