In "The Open Window," Vera skillfully ascertains that Framton Nuttel knows nothing about her aunt and that even his sister has not seen the Sappletons for years. She then tells him that, three years ago, Mrs. Sappleton's husband and her two young brothers went out snipe shooting and never returned. They were swallowed up by a "treacherous piece of bog" on the moors, and their bodies were never found. Mrs. Sappleton has never given up hope of their return, and she believes they will one day come walking through the French window, which is left open for that purpose.

Vera's story is quickly told, occupying only half a paragraph of the overall narrative. The author relates that her delivery is faultless and that her voice even "lost its self-possessed note and became falteringly human" when describing her aunt's distress. The brevity of the story is necessary for the narrative as a whole to retain its comic note, since a long and gory description would affect the tone, even though it would be revealed as a fiction later on. Framton's reaction to the tragic story also detracts from its pathos. He seems to suffer from social embarrassment rather than feeling sympathy for Mrs. Sappleton's supposed loss, and he quickly launches into a self-centered monologue on the state of his health.