Devil Kazuya cannot be selected from the 'Character' select screen. Devil Kazuya is unlocked by selecting Kazuya Mishmia and performing an in-battle transformation with one of the following methods.

Method 1: Kazuya can transform into Devil by using his Rage Moves. If performing the Rage Art when you get to low health press RB so he executes a string of moves where Kazuya transforms into Devil temporarily, if however the opponent is still standing afterwards (or the attack is blocked), then Kazuya will remain as Devil for the rest of the round and gain some additional attack properties. Note: He won't remain as Devil between rounds.

Method 2: Kazuya can also transform into Devil by sacrificing his Rage to transform into Devil directly, rather than using his Rage Art.