Purgatory is a supernatural dimension created by God to contain his first and most dangerous beasts, the Leviathans. Over time, it became the destination of the souls of monsters.

It appears to be an endless forest in an almost perpetual gloom or overcast. Despite its seemingly infinite size, there are certain locations and bodies of water that are fixed and are used by monsters as reference points when trying to locate something or someone. While it seems devoid of tools and synthetic materials, there are enough basic objects (such as bones, rocks, and wood) found in it in order to form weapons of differing sizes and shapes. These weapons are crafted and utilized by Purgatory's inhabitants, presumably to fight stronger monsters they encounter.

Unlike Hell, Purgatory appears to be constant and corporeal, in that everything that exists there actually exists, as opposed to being mere imitations.