Daemons are not fashioned from physical matter but from the raw stuff of magic. The blood that flows through their veins is not mortal blood but the boiling ichor of sorcery, fiery with preternatural vigour, corrosive as acid, and deadly as the most potent poison. Their flesh too is unnatural, though it might sometimes appear deceptively ordinary. Many daemons have iron hard skin or flesh that is tough as steel or solid as rock. Others have transmaterial bodies: their form is neither physical nor ethereal but somewhere inbetween so that it glows with magic energy.

Although their bodies are tough, daemons are still vulnerable to normal weapons. The magic energy flowing through their veins acts like armour, protecting daemons from blows which would otherwise slay them, absorbing the impact or deflecting sharp edges. This gives all daemons a saving throw in the same way as armour. The saving throw varies from daemon to daemon but is usually 4+ on a D6, or 3+ in the case of daemon cavalry (+1 for cavalry as normal). This save takes into account the daemon's magical intangibility or 'daemonic aura' as this effect is called. This saving throw is reduced by high Strength hits in the same way as physical armour.

Daemons are vulnerable to magic weapons because their own bodies are fashioned from magic energy. Their normal daemon saving throw cannot save them against wounds inflicted by magic weapons. The exception is the Greater Daemon of Khorne which has Chaos armour that is protected against magic weapons by powerful enchantments.