A mythological creature that originated in Egypt, and was later imported to Greece, its name was actually originated in Greek though. The Egyptian sphinx is most often depicted as a reclining lion with the head of a human man. Less commonly, it will be a lion with the head of a ram, in which case it is called a "criosphinx". The most well known example of the Egyptian sphinx is the Great Spinx at Giza.
The creature was later imported into Greek mythology, where it became a daughter of Echidna and Typhon. This sphinx is described as having the head (and in later times, breasts) of a woman, the body of a lion, and the wings of an eagle. It sat on the road to the city of Thebes, and asked all who passed by a famous riddle: "What creature walks on four legs in the morning, two legs at noon, and three legs at night?". She killed all those who answered wrong. Oedepus finally gave the correct answer of "Man", and the Sphinx immediately killed herself in rage.
Sphinx first appears alongside Seth in his boss room in the Abyss Tower instance of alternate Shinjuku Babel. It also appeared in the Ordeal of Soul event instance alongside Anubis. It was implemented as an obtainable PG and plug-in during the follow-up event.
"A beast from Greek lore with the head and breasts of a woman, but the body of a lion and feathered wings. The goddess Hera sent her to Thebes, where she asked a riddle of those attempting to pass. Oedipus answered correctly and she threw herself off the cliff, killing herself. In Egyptian lore, she was a statue related to the sun god. One Sphinx had the head of a pharaoh."
The Sphinx is the boss of Futaba Palace, and is called the Demon of Wrath. Unlike most Palace Bosses, she is not the battle form of a Shadow Self (and in fact Shadow Futaba appears as an ally) but of the Cognitive existence form of Wakaba Isshiki, formed from Futaba Sakura's survivor guilt, desire for self-destruction and belief that she was an unwanted burden on her mother. She has a spiteful and vengeful personality, existing only to "punish" Futaba for being the reason the real Wakaba died (as Wakaba sacrificed herself to save Futaba) and repeatedly mocks both her and the Phantom Thieves of Hearts for being childish and useless. She appears to be a gigantic version of the normal Sphinx with Wakaba's head.
Sphinx is the Atma Avatar of Zaphir, one of the two bodyguards of Jinana. She is credited as the fastest Atma in her own tribe. During the raid of Solid's citadel in Anahata, Sphinx carries Serph along with the unconscious Jinana who is near the verge of being completely overwhelmed by the hunger back to Embryon's base in Muladhara in order to allow her be treated by Sera. The desperate rescue is successful.