Chekov has never struck me as an author interested in "moralizing." However, he always seems very interested in investigating the human condition and writing about what he observes.
In Chekov's "The Lady with the Dog" (also known as "The Lady with the Pet Dog"), the reader learns of a married man, Dmitri Dmitritch Gurov, who meets (at Yalta, "the principal holiday resort of the Soviet Union") Anna Sergeyevna, a married woman, who he first sees walking with her white dog.
Gurov is married with three children and has long ago stopped loving his wife. In fact, he is not only repeatedly unfaithful, but he does not have a good opinion of women:
He had begun being unfaithful to [his wife] long ago--had been unfaithful to her often, and, probably on that account, almost always spoke ill of women, and when they were talked about in his presence, used to call them "the lower race."
This provides the reader with a point of reference—learning what kind of a man Gurov is at the beginning of the story.
Anna, on the other hand, is not accustomed to being unfaithful. When Gurov and Anna have made love, Gurov is nonchalant about the entire incident, but Anna hates herself. Her "fall from grace" brings feelings of pain and self-loathing:
"It's wrong," she said. "You will be the first to despise me now."
"God forgive me," she said, and her eyes filled with tears. "It's awful."
As well as...
I am a bad, low woman; I despise myself and don't attempt to justify myself. It's not my husband but myself I have deceived.
Gurov has no sympathy for Anna for he really cares little for women in general. As she suffers remorse, he is not interested in her feelings:
Gurov felt bored already, listening to her. He was irritated by the naive tone, by this remorse, so unexpected and inopportune; but for the tears in her eyes, he might have thought she was jesting or playing a part.
Anna is particularly ashamed:
"Believe me, believe me, I beseech you . . ." she said. "I love a pure, honest life, and sin is loathsome to me. I don't know what I am doing..."
Gurov is awkward. Comforting a distraught woman is not something that comes naturally to him, but in an unexpected change of character, he soothes and quiets Anna. Ultimately, they begin spending their days together.
It is important to note Gurov's original attitude towards their affair because after what he first deems only a light-hearted affair on his part, Gurov returns to his life at home only to find that he greatly misses Anna:
But more than a month passed, real winter had come, and everything was still clear in his memory as though he had parted with Anna Sergeyevna only the day before...Anna Sergeyevna did not visit him in dreams, but followed him about everywhere like a shadow and haunted him.
Gurov finally goes to Anna's hometown and tracks her down. It becomes apparent to Gurov that he has fallen in love. As Anna struggles to understand how they can possibly find happiness together, the story ends as Gurov comforts her, promising that while the future will not be easy, they will find a way to be together.
Rather than moralizing, Chekov (in my view) shows that in disappointment with life and while suffering deep unhappiness, people can change. Although it may seem trite, love alters Gurov in such a way that his disdain for women gives way to a tenderness for Anna that is surprising. In Gurov the reader sees a transformation through his love for Anna.