On October 5, 2006 founder of the Mexican professional wrestling, companyLucha Libre AAA World Wide (AAA, or Triple A) Antonio Peña died from a heart attack.[4][5] The following year, on October 7, 2007, Peña's brother-in-law Jorge Roldan who had succeeded Peña as head of AAA held a show in honor of Peña's memory, the first ever "Antonio Peña Memorial Show" (Homenaje a Antonio Peña in Spanish).[6] AAA made the tribute to Peña into a major annual event that would normally take place in October of each year, renaming the show series Héroes Inmortales (Spanish for "Immortal Heroes"), retroactively rebranding the 2007 and 2008 event as Héroes Inmortales I and Héroes Inmortales II.[7] As part of their annual tradition AAA holds a Copa Antonio Peña ("Antonio Peña Cup") tournament with various wrestlers from AAA or other promotions competing for the trophy. The tournament is normally either a gauntlet match or a multi-man torneo cibernetico elimination match. Outside of the actual Copa Antonio Peña trophy the winner is not guaranteed any other "prizes" as a result of winning, although several Copa Antonio Peña winners did go on to challenge for the AAA Mega Championship. The 2015 show was the ninth show the Héroes Inmortales series of shows.
The Héroes Inmortales show will feature six professional wrestling matches with different wrestlers involved in pre-existing, scripted feuds, plots, and storylines. Wrestlers are portrayed as either heels (referred to as rudos in Mexico, those that portray the "bad guys") or faces (técnicos in Mexico, the "good guy" characters) as they follow a series of tension-building events, which culminate in a wrestling match or series of matches.