Knight of the Demon Queen by Barbara Hambly

Once the most powerful mage in the land, Jenny Waynest is now a broken woman. After being possessed and corrupted by the demon Amayon, she lost everything she holds dear--even the trust of her husband. Yet Lord John Aversin has torments of his own: memories of the beautiful and cruel Aohila, demon queen of a rival hell, whom he'd tricked into providing the help he needed to free Jenny. Now, condemned to death for trafficking with demons, John cannot forgive himself for opening the door to a far greater evil--an evil that still haunts his dreams. And not only his dreams . . . For a vengeful Aohila needs mortal aid in realms beyond her power, and who better to provide it than Lord John? Blackmailed into cooperating, John must fight his way through unimaginable horrors in quest of a prize that may doom the world he has left behind . . . From the Paperback edition.

This book is part of the "Winterlands" series.
Here are some other books from this series: