The importance of the open window, which is clearly signalled through Saki's choice in using it as the title of this wickedly funny short story, is based on how Vera uses it in the story that she spins for Framton. She tells him, whilst he awaits her aunt, Mrs Sappleton, that the window is kept open because of the death of her uncle and her cousin, who died in a hunting accident. However, what is tragic about the event is the way that her aunt has never been able to accept the death of her family, and that those individuals who left to go hunting through the open window are never going to return. Note what Vera tells the somewhat overwrought Framton:
Poor aunt always thinks that they will come back someday, they and the little brown spaniel that was lost with them, and walk in at that window just as they used to do. That is why the window is kept open every evening till it is quite dusk.
Vera even goes as far as to suggest that sometimes she feels that their ghosts will return, expertly setting up Framton for later events in the story when her aunt and cousin do return, as she knows they will, having not died at all and just having left to go hunting that morning. The open window is thus used by Saki as the focus and setting of the hilarious deception that Vera practises on poor Framton, who is completely taken in. Perhaps because of this the open window also stands as a symbol of the dangers of being too gullible.