Bel-Imperia sits at the window of the room in which she is being kept by Lorenzo. She wonders why she has been treated so unkindly, why her brother has behaved so evilly, and why Hieronimo has been so delayed in seeking out revenge against the murderers of his son. She briefly thinks of Andrea, who must be angry at the way she and Horatio have been abused and murdered. She resolves to be patient until the opportunity for freedom arises. Christophil, a servant, then enters to take her away from the window (in case she is seen by someone outside).
Lorenzo and Balthazar receive information from Lorenzo's page, confirming that Pedringano is indeed dead. He then gives the page a ring, telling him to give it to Christophil, who in turn is to give it to Bel-Imperia. Lorenzo and Balthazar then discuss Balthazar's continuing affections for Bel-Imperia, until Bel-Imperia arrives. She is angry at her brother for killing Horatio and imprisoning her. Lorenzo attempts to explain that he was acting out of concern for her. Lorenzo hints at the fact that Bel-Imperia's marriage to Balthazar had been arranged by the King and Viceroy. He then says that having found her in the wood with a man far below her social rank (as Horatio was), and remembering her old affair with Don Andrea, another man considered beneath her, he and Balthazar saw no other means to preserve her honor and hide her transgression from the king and her father than to kill the Knight-Marshal's son and take her away. Bel-Imperia (ironically) thanks them for their troubles, but then asks why she has been kept prisoner; to which the two co-conspirators reply that they merely wished to protect her from her father's anger, which had been exacerbated by her continuous melancholy following Andrea's death. Lorenzo and Balthazar then turn the discussion to the matter of Balthazar's affection for Bel-Imperia. Bel-Imperia seems courteous to Balthazar at first, but eventually rejects him just as before, leaving the pair with a stinging rebuke delivered in Latin. Lorenzo then consoles his friend, who pities himself for the pain he has suffered thanks to his unrequited love.
Two Portuguese men are on their way to the Duke of Castile's, and they run into Hieronimo. They ask him for directions, and he informs them. They then ask whether Lorenzo is at his father's house. In reply to this, Hieronimo tells them where they can find Horatio; past a dark forest, near a rocky cliff where the sea spouts foul-smelling fumes, in a gigantic cauldron bathing "in boiling lead and blood of innocents." The two Portuguese laugh nervously and leave, concluding that Hieronimo is a lunatic.
Scenes ix and x introduce the following question: How long will Bel-Imperia have to wait until she her lover's murder is revenged? Scene xi introduces the following simple question: How correct are the Portuguese travelers in judging that Hieronimo is insane? These are the two main dramatic questions that will dominate the rest of the play. The answers could be summarized as follows: not very long, and more right than you think. When Bel-Imperia waits in her room, she echoes the questions Hieronimo asked in the previous scene, before he discovered the identity of his son's murderers: why has her brother treated her so evilly? Why has Hieronimo not yet taken his revenge? Again, we are put at an ironic distance from Bel-Imperia—: We know that Hieronimo has only just become convinced of the guilt of Lorenzo and Balthazar; we know that Lorenzo and Balthazar murdered Horatio partly out of hatred of his ambitiousness and partly out of jealousy. But her questions still have a poignancy, because they are questions that in one sense can never be answered. "Accursed brother, unkind murdere, / Why bends thou thus thy mind to martyr me?" Whatever answers we can give regarding Lorenzo's motives, the question remains essentially unanswerable, because it is a fundamental question about how humans can become so evil.
Scene x further develops Lorenzo as a representative of human evil. His sophisticated explanation of his reasons for killing Horatio displays his Machiavellian nature. The Machiavellian villain—good examples of which include Iago from Othello and Barabas from the Jew of Malta— always uses exceptional verbal and argumentative abilities to manipulate others, which this links him to the Vice characters of earlier English morality plays. He skillfully combines the surprise revelation—that Bel-Imperia's father was aware of her affair with Andrea—with reminders of the powerful forces he can muster against Bel-Imperia, in the form of his high social status and the wrath of his father, all the while claiming to be acting in Bel-Imperia's best interests. Lorenzo manages to construct a plausible argument for an evil act, and we fear that Bel-Imperia might be fooled. But Bel-Imperia proves resistant to these manipulations, demonstrating herself again as a woman of superior intellect and strength, a worthy protagonist for which to root and hope. In a delicately balanced rhetorical figure, she parallels and inverts Balthazar's profession of love for her into a profession of fear of herself. This repudiates Lorenzo's chain of reasoning, which aimed to portray her as someone who needed protection: on the contrary, others need protection from her. But ironically, she half-confirms Lorenzo's point with the admission that she too needs protection from herself, and this admission foreshadows her own self-destruction in Act IV.
The line between good and evil begins to blur in these scenes. Bel-Imperia adopts the ornate rhetoric of Lorenzo and Balthazar and ends up threatening them in the same way they have been threatening her—she reveals her own Machiavellian side. And Hieronimo's dark vision of revenge in scene xi makes a shift in his character, from one who we (and certainly an Elizabethan audience) could empathize with almost completely, to one whose motivations are less clear and whose psyche is more frightening than we thought. This is a shift that will continue throughout the rest of the play, culminating in Hieronimo and Bel-Imperia's own Machiavellian conspiracy and bloody revenge.