Hadji Murad is unusual in Tolstoy's late work in the cool, detached tone taken by the narrator. The protagonist is the most sympathetic and admirable of the major characters, and his motive for what other Chechens call treachery is thoroughly understandable. He is unflagging and devoted in his efforts to recover his family from captivity. However, Tolstoy says very little about his love for his family, or his family's for him.

This lack of introspection is one of the principal ways in which the detached, rather cynical mood of Hadji Murad is established. The readers of Tolstoy's long novels often imagine themselves in conversation with his heroes, the roundest and most dynamic of characters. Hadji Murad is not altogether a flat character, but he is very much flatter than Pierre Bezukhov.

The other characters in the story, even when they are not despicable, are cynical and worldly. The Russian commander, Prince Vorontsov, is compared to a fox by both the author and the protagonist. He is not portrayed as an evil man, but he may very well be doing evil work, since there is no good reason for the Russians to subdue the Chechens in the Caucasus. The most powerful character in the book, Tsar Nicholas, is also the most corrupt and unappealing, and this adds substantially to the cynical mood of the narrative.