In 1821, Don Diego de la Vega, a Spanish-born California nobleman, fights against soldiers in the Mexican War of Independence as Zorro, a mysterious masked swordsman who defends the Mexican peasants and commoners of Las Californias. Don Rafael Montero, the corrupt governor of the region, learns of De La Vega's alter ego and attempts to arrest him. De la Vega's wife Esperanza, who Montero was in love with, is killed during the ensuing scuffle. Montero imprisons de La Vega and takes his infant daughter, Elena, as his own before returning to Spain.
In 1851, nine years after the events of The Mask of Zorro, California is voting on whether to join the United States of America as a state. Alejandro Murrieta/Zorro, now known as Don Alejandro De La Vega, foils a plot to steal the ballots, but during the fight with a gunman named Jacob McGivens, he briefly loses his mask. A pair of Pinkertons sees his face and recognize him. The following day, the Pinkertons confront Alejandro's wife Elena and blackmails her into divorcing him.