Deep Storage was considered to be the most inhumane of prisons; It was exclusively reserved for the most dangerous criminals known to exist. Riddick was sent there by a number of his corrupt former colleagues on Sigma 3 at the end of his military career. The exact nature of Deep Storage is largely unknown, but it can be assumed that prisoners are given even less freedom and treated even more poorly than those in the most notorious triple-max prisons.
It is unknown how Riddick managed to escape Deep Storage.