Dio is one of three robots sent by Braiking Boss to kill Luna.
Dio is a ruthless fighter who usually seems invincible. His one (and worst) flaw is his superiority/inferiority complex over Casshern; this is his defining quality and is his drive throughout the series. As Casshern was the one to kill Luna on their mission, 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.
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 seen who can calm Dio from his raging against Casshern.