The story is set in Rome, but there are many references to the ladies' homes in New York and the other various places where their high society life takes them.
The reason the setting of Rome intensifies the women's conflict is that a secret Mrs. Ansley has been keeping for years is finally revealed, and it all started right there in Rome.
Years before either of the women were married, they were in competition for the same man, Mr. Slade. Both wanted him, and Mrs. Slade, in her youth, wrote a fake note supposedly from Mr. Slade enticing Mrs. Ansley to meet him near the ruins of the Roman Forum and the Colliseum in the hope that Grace Ansley would catch the fever (note the title of the story) and fall out of the running in the rivalry for Delphin Slade.
Grace does, in fact, catch "Roman Fever" as she and Delphin have a night of passion in which Barbara Ansley is conceived. Grace is married in a hurry to cover the pregnancy, and she and Alida are forced into the same social circles for years.
Alida Slade is jealous of Grace and her beautiful, vivacious daughter, Barbara. It is in this setting, overlooking the place where Grace and Delphin met so many years before, that Alida discovers that Grace answered Alida's "fake note". It is here that Alida Slade discovers that Barbara Ansley is actually Delphin Slade's daughter.
It is ironic that Grace Ansley and Alida Spade return together to Rome, the scene of their surreptitious rivalry. Now, twenty-five years later, it is their daughters who seem to risk "Roman fever" as they are out with aviators while the dowagers sit and gaze at the moonlight. However, in reality, the fever of that visit so long ago has been rekindled. For, beneath the corsets of the ladies from "The Age of Innocence" there pulses jealousy and passion.
In her resentment of Grace Ansley whom she knew was in love with her fiance, Delphin Spade, Alida Spade is now jealous of Barbara, Grace's daughter, who is a beauty with "an edge." Unable to contain her feeling, Mrs. Slade asks Mrs. Ansley "with a touch of asperity" how she and her husband Horace produced a child who is so dynamic. This remark sets memories in motion for both women.
As Mrs. Slade gazes toward the Colosseum she is reminded of how ill Mrs. Ansley became after going out in the night air so many years ago. She makes mention of how damp it was at the Colosseum, but Mrs. Ansley says she does not remember. Finally, Mrs. Slade reveals that she wrote the note that was supposedly from Delphin to Grace Ansley. Dealt a terrible blow, Mrs. Ansley falls to one knee; however, she shocks Mrs. Slade by telling her that she responded to the letter and went to the Colosseum where Delphin then met her.
This time it is Mrs. Spade who suffers from the "Roman fever" when, after remarking that she was married to Delphin for twenty-five years and all Mrs. Ansley had was one night and the letter, and Mrs. Ansley replies, "I had Barbara."