The Cave (洞窟) is an area located underneath Viktor's Mansion, being accessed from the mansion's trap-filled basement.

The first area of the cave is an ancient tomb filled with bones, hiding the bone lever handle that is required to unlock the door that leads to the second and final area. The final area is a dark cavern flooded with water, which Josh has to swim through. At the center of the area is a stage set by "Mary" where Josh must fight the altered Sacha and Tasha in a mock-up ballerina performance. The cage sealing the stage will open once the twins are defeated, allowing Josh to go to the staircase located on the other side of the cave that leads to the mansion's courtyard.