The story begins by making an inference to a story about a man who had killed a woman while sleepwalking. The story then introduces Mr. Davis and his daughter, Constantia, who are visiting a young man by the name Althorpe, who is also the narrator. During dinner, Mr. Davis receives a message that prompts him to leave immediately, but Althorpe, in love with Constantia, objects to the idea of leaving at night. Instead, he insists that they must stay, stating that it was dangerous for them to travel at such time of the night. When Mr. Davis insists on leaving, Althorpe offers to travel with them, but Mr. Davis turns down the offer, and Althorpe is left behind. Althorpe is left to turmoil their fate and unable to sleep. Eventually, he falls asleep on the chair and awakens in the morning to the sad news of Constantia’s shooting. While traveling, Constantia and her father encounter a stranger who they perceive to be Althorpe but they are not sure about it.

The stranger disappears and they meet Nick Handyside, a local man with developmental issues. They had been informed that the man roamed the night with the aim of scaring people but was harmless. They believe that this man was following them, but it is another person who disrupts their carriage. The carriage is ruined, and as Mr. Davis goes to seek assistance, Constantia is shot in his absence. He returns to find her bleeding and takes her to a nearby physician, who pronounces her dead the next morning.