There are several major characters in the novella In the Cage by Henry James.

First and foremost is the Telegraphist, a woman who works in the post office at a grocer in London. It is through her eyes that most of the action is observed and the messages are relayed. She is unnamed but offers a first-person perspective of everything in the story.

Along with her, there is her fiance, Mr. Mudge. He is a kind, decent man who is not the most well-rounded but is generally caring. He wants the telegraphist to move closer to him so they can be together more often and so they can save money, though she enjoys her life and perspective in the city.

Next there is Captain Everard, one of the telegraph correspondents that the telegraphist frequently works with as he is messaging his lover, Lady Bradeen. Captain Everard is later revealed to be heavily in debt and not genuinely interested in Lady Bradeen; he is pursuing her for her wealth.

Lady Bradeen is Captain Everard's lover, and she is married to Lord Bradeen, who passes away during the events of the novella. She is wealthy and in love with Captain Everard, in spite of his lack of genuine affection for her. Her correspondence with Everard is a secret that they encode into numbers throughout their messages. Lady Bradeen is pressuring Everard into going through with their marriage after her husband passes away, and she fears that they will be discovered prior to that time.

Mrs. Jordan is a friend and acquaintance of the telegraphist, and she is used as a source of information and gossip. It is she who informs the telegraphist that Everard is in debt, which leads the telegraphist to believe that he is being pressured into marriage by Lady Bradeen.