Sins of the Night by Sherrilyn Kenyon

In the realm of the Dark-Hunters there is a code of honour that even immortal bad boys must follow. No human can be harmed. Yet every few centuries or so, there is always one who thinks himself above the Code… Alexion is the defender of the code that governs the immortals. He is judge, jury and if they step over the line it’s his wrath they will face. For centuries Alexion has survived alone. Isolated and haunted by his human past, he has learned to distance himself from his emotions and his role ensures that even his fellow Dark-Hunters give him a wide berth. However, this time the rogue Dark-Hunter is an old friend. Alexion cannot destroy him without at least allowing him one last chance at redemption. But to do this he needs the help of a female Dark-Hunter who goes by the name Danger. And the last time Alexion ran into her, she tried to kill him…