Balrog is a fire demon who was Argosax's right-hand man. Nico's report on the Devil Arm mentions that when Berial was killed, Balrog took the throne of the Fire Hell. He appears in the prequel novel, Devil May Cry 5: Before the Nightmare, where he is defeated by Dante and turned into the Devil Arm Dante starts with in Devil May Cry 5.
Balrog isn't given a clear physical description in the novel. The two details that are mentioned is that he is constantly wreathed in flames, and going from how he uses a fist for some attacks and the form of his Devil Arm, he can be assumed to be bipedal.
Devil May Cry 5: Before the NightmareEdit
Sometime before events in Redgrave City, Dante is called by Matier to Dumary Island for another job. After scolding him for not coming back earlier, Matier tells him how after Dante killed Argosax, a great deal of demons who served Argosax turned to his right hand man. She says this demon has been gathering power ever since, and now he somehow managed to get into the island. The latter is why Matier called Dante for this job: in order for such a powerful demon to manifest in the Human World a demon needs a human middleman, but with the island being guarded by her and Lucia both, any plan like this would've been long since exposed.
Last thing Matier tells Dante before sending him off on his assignment, is that this demon is said to be cruel, controls fire, and that his name is Balrog.
On his way to Balrog, Dante meets Lucia, and together they mow down a horde of Msira that crawled out of Underworld together with Balrog. On the way, Lucia comments that for her alone this would've been a tough fight, but together with Dante they should make quick work of him.
Once the two finally reach the demon Balrog doesn't immediately attack the two. Instead, he says he has been waiting for someone to come and try to kill him. He recounts how long he has been gathering power in order to one day fight Argoxas, only Argosax has been defeated before he could. Luckily, Balrog came across a powerful item, which he shows to the pair - a shard of Yamato.
At this point, Dante realizes how Balrog came into Human World. Yamato has the power to create and close pathways into Underworld, and he knew even shards of the weapon still possessed that power since Dante himself used its power to get out of Hell after he killed Argosax. Realizing that, Dante resolves with fighting the demon, and asks Lucia to stand aside while he does his job.
Observing the fight, Lucia notices that although most demons are commonly described as both cunning and disdainful of humans, Balrog seems different. Instead of using tricks he tries to overcome Dante with sheer fire and force. In fact, Balrog, without anger or irony, compliments Dante on giving him a good fight.
As the battle heats up, Dante is eventually forced to take out another weapon in addition to his trusty Rebellion - the ice nunchaku Cerberus. Balrog recognizes the weapon, and boasts that its power will not be enough to defeat him. However, Dante doesn't use it to defeat Balrog - instead, he shatters it in order to destroy the piece of Yamato in Balrog's possession.
At this point, Balrog finally realizes that he is fighting the son of Sparda. He recounts the rumors of how Dante defeated Mundus and Argosax both. Balrog says he cannot defeat someone so strong as he is now, and instead surrenders. He offers himself as a Devil Arm, saying that he wants to continue to fight so that eventually he will be strong enough to fight Dante himself. Dante scolds him for transforming into a Devil Arm without waiting for Dante's answer, but never says no, only telling Balrog to keep quiet when he speaks up again.