La bande de voleurs est de retour pour le cambiolage du siècle! À vos personnages favoris de Sly 2 qui sont de retour, s'ajoutent de nouveaux spécialistes, tels que Carmelita Fox et the Guru. Vivez l'action en 3 dimensions! Le monde de Sly prend vie grâce aux lunettes ci-incluses. Affrontements et missions de coopération sur écran fractionné , en mode multijoueur.
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Sly and the gang narrowly avoided defeat and the team is in disarray. Bentley was hospitalized after the final battle with Clockwerk at the end of Sly 2: Band of Thieves and is now confined to a wheelchair. Murray, feeling responsible for Bentley's tragic accident, has left the team and chosen a path of non-violence and solace. Meanwhile, Sly visits an aging member of his father's gang, who shares with Sly the location of their old hideout and resting place of the Cooper family fortune. Arriving at this hidden location, Sly discovers another gang of thugs attempting to blast their way inside. Sly and Bentley are overmatched and quickly realize they will need considerable help to defeat this new rival. Their recruiting starts with Murray, and once back on-board, Sly, Murray and Bentley set out to enlist some new faces and some old enemies, to join their crew. It will take a team of World Class thieves to pull off this World Class heist.