Dio is one of three robots sent by Braiking Boss to kill Luna. After the Ruin, he sets his sights on finding Casshern, with Leda at his side.
Dio is a ruthless fighter who usually seems invincible. His one (and worst) flaw is his inferiority complex over Casshern; this is his defining trait and is his drive throughout the series. Dio and Casshern were created almost by the exact same specifications, and yet somehow Casshern beat him on killing Luna during their mission. Because of this, he feels like he is a lesser person than Casshern, and that destroying Casshern (who is considered the strongest person in the world) will make him the best by default. This goal of his drives him to fits of anger and ruthlessness towards anyone who gets in his way.
Dio is usually accompanied by Leda, another robot sent by Braiking Boss. A romantic relationship is implied between the two, and they have kissed and/or embraced on more than once occasion. Leda is the only person who can calm Dio from his irrational anger against Casshern.