Focusing on melee combat, Krieg will use a new buzz axe weapon as a brutal addition to Borderlands 2.
Krieg will be available to download in May as part of the 'Psycho Pack' DLC, which will be priced at $9.99 or 800 Microsoft Points.
2K Games also announced more DLC with the 'Ultimate Vault Hunter Upgrade Pack' coming in April.
The DLC will raise the level cap from 50 to 61, as well as open up a third playthrough of the game with the Ultimate Vault Hunter Mode.
Photo gallery - Borderlands 2:
Borderlands 2 is available for PlayStation 3, Xbox 360 and PC now.
> Read Digital Spy's 'Borderlands 2' review
Watch the trailer for the Borderlands 2 DLC 'Captain Scarlett and Her Pirate's Booty' below: