After throwing Mal into the ocean during cotillion and the trickster himself jumps after and takes her away from her family and friends. He brings her to the world of the Chitauri where he's not well received by Thanos and his apprentice, The Other since he failed the mission he was assigned. 

Not liking their remarks, Loki aims his scepter and kills them both, much to the horror of Mal who wanted to run away, but Loki stops her. Having her in his grip, Loki proclaims himself as the new king of the world of the Chitauri and he has chosen her to be his queen; revealing to the girl that he killed Kalesi, since she was disturbing in his plans and also he has set his eyes on Mal herself.