"Henshin" (変身 literally transformation), or "Henshin-A-Go-Go, baby!" as Joe says it, is the phrase all V-Watch wielding superheroes must shout in order to transform. Aside from the catchphrase, Joe also modified the hand sign that was used. The normal hand sign simply being all fingers slightly bent, whereas Joe's involves the thumb, middle, and pinky fingers sticking out, so that they resemble the letters "VJ".
- In the games, Joe was told by Captain Blue that all he needed to say to transform was "Henshin", but in the anime, he was told to call out "Henshin-A-Go-Go"
- Silvia only says "Henshin-A-Go-Go, baby" three times in the games, but will say it every time she transforms during the anime.
- During Dante's first transformation, he will shout "Devil May Cry's a rockin', baby! Yeah!"
- Also, during Dante's first transformation, it is shown that his hand sign only involves his thumb, index, and middle fingers.
- During Alastor's first transformation, he will shout "Devil Trigger". After that, will always say "Trigger me, baby"
- Also during Alastor's first transformation, it is shown that his hand sign involves only his index and ring fingers, the exact opposite of Joe's, possibly in order to resemble the letter "A".