As the story's title suggests, Madame Célestin considers a divorce because of the unhappiness she is experiencing in her marriage. In 1890, roughly 3 American couples per 1,000 divorced, suggesting its relative rarity. Much of Chopin's writing concerns the narrow options that women of the period had and how economic and social pressures often placed them and kept them in unfulfilling marriages.

Madame Célestin and her two children have been all but abandoned by her irresponsible husband, and she agonizes over her desire to leave him. The sole voice of the attorney, whom she speaks to informally, supports her impulse to free herself, but the voices of her friends, family, and mother all urge her to stay in the marriage because of the "disgrace" and "scandal" it would create. No one in Madame Célestin's life seems to take her feelings into account; instead, they tell her that she must keep up social appearances.

Besides the theme of divorce being discouraged, there is the archetype of the errant, alcoholic boy/man suggested by the absent Célestin. He is in and out of his family's life and apparently oblivious or uncaring about the hardship and heartache his indefensible actions create. When he reappears at the story's end, his promise to "turn over a new leaf" rings hollow, and Madame Célestin's belief in him suggests the pattern all too commonly found in troubled marriages.

There are elements of race in the story as well. Lawyer Paxton is attracted to Madame Célestin, and he understands that since she is a Creole in Louisiana (and, the implication is that he is not), a future together in Natitoches would be difficult. He thinks about marrying her but understands that they would face racism that may be relieved by living together elsewhere. There is an element of paternalism present in the story because it might take a man to solve Madame Célestin's problems. Here, Chopin seems to comment on the rarity of a woman in this time and place having agency in her own life.

And finally, Chopin also levels some criticism at the church. Madam Célestin goes to a priest, and then a bishop, seeking help and support. What she gets from them both is the admonition that she must stay in her marriage and endure her husband's mistreatment as if it is some kind of personal cross she must bear.