3 Years after Sly Cooper vanished without a trace, a strange red raccoon appears in Carmelita's office. She claims to be Sly's Great-Great-Granddaughter Sandra Cooper, and she comes bearing information on the whereabouts of the missing Master Thief. Not wanting to pass up the opportunity, the Cooper Gang and Carmelita travel back to Ancient Egypt to save Sly and bring him home. However, not everything is as it seems with Sandra. Is the red raccoon hiding something, and if so, what?