Sun Wolf and Starhawk Series by Barbara Hambly

When the women of the City of Mandrigyn, led by Sheera Galernas, hired the mercenary army of Captain Sun Wolf, to help them rescue their men from the mines of evil, he refused. Little did he realize how insistent the ladies could be, and how far they would go to persuade him to train them against the evil of Altiokis....

Once, it was said, Wenshar had been a city of witches, summoning and controlling demons for their evil magic. But in nearby Tandieras, Kaltha claimed to have found their lost book of spells to perform only white magic. When Sun Wolf arrived, he discovered increasing signs of evil magic and demon-controlling spells. And he realized, too late, that a new swarm of demons was trying to lure him to his death....

Sun Wolf knew he had the power of magic, but he needed a master wizard to teach him to fully use his skills. But there was no one who could do the job. When he was called upon to help old friends against the ancient wizard, he did -- thus ensuring a curse that would be executed, unless Sun Wolf could harness his own powers and find a way out....