Vega is a very egotistial and vain bullfighter from Spain. He has managed to blend together the arts of bullfighting and ninjitsu into an eclectic fighting style which has earned his the nickname of "The Spanish Ninja." He is, however, a very psychotic and bloodthirsty individual, and holds firm in the belief that anything that is ugly or imperfect should be destroyed. In keeping with this philosophy, Vega wears a mask in battle to protect his handsome face from injury.

Vega joined Shadowloo as one of the Four Lords at the request of M. Bison, whom goaded him with promises of riches and carnage galore. He was Shadowloo's most deadly assassin, striking with the secrecy and fatal efficiency of a ninja. Vega was sicced on Cammy White when she tried to attack M. Bison, and nearly killed her. She only escaped with the help of Chun Li. Later, however, Vega was sent by Bison to eliminate Chun Li at her apartment. In a vicious fight, Chun Li reportedly (unverifiably) killed him, sending him plummeting for several stories, and sustaining grave injuries herself.

It is rumored that Vega survived and went back to Spain after he escaped from the hospital, for fear that Shadowloo would send someone to kill him and finish the job...