The story begins in the middle of a conversation between a group of detectives, with one of the most astute and accomplished men, who is known only as 'Q', saying to a group of colleagues:

“Talking of sudden disappearances the one you mention of Hannah in that Leavenworth case of ours, is not the only remarkable one which has come under my direct notice. Indeed, I know of another that in some respects, at least, surpasses that in points of interest, and if you will promise not to inquire into the real names of the parties concerned, as the affair is a secret, I will relate you my experience regarding it.”

A young woman has disappeared from a fifth avenue home. The bachelor owner, Mr Holman Blake, says he knows nothing of her. But the housekeeper Mrs Daniel is worried and goes to the police. Q finds blood on the windowsill and the girl has not taken the time to pack. It seems clear that she left unwillingly. But why go over the roof when she could have walked out the servant door?