Dogma Wars is set 10,000 years prior to the events of PS3's White Knight 1 & 2. As detailed in the background story for the PS3 titles, this is the time of the Dogma Age, where the Yshrenia and Athwan Empires fought for control of the world. Yshrenia created the game's trademark giant knights as the ultimate weapon to bring defeat to Athwan.
When the first PS3 game kicks off 10,000 years later, the war has long since ended and the knights have long since been sealed off. Main character Leonard manages to form a pact with the titular White Knight, giving you the ability to transform into the giant form during gameplay.
Back in the time of the PSP game, the knights are a major threat to the Athwan Empire, and that includes you, the game is set from the perspective of the Athwans. You play as members of Athwan Empire's special "Train Battalion," a group formed for the purpose of defeating the knights. That's right, you're going to be fighting the giants this time instead of transforming into them.
