After the events of Whose Body?, Lord Peter Wimsey goes on an extended holiday in Corsica. Returning to Paris, he receives the news that his sister Mary's fiancé, Captain Denis Cathcart, has been found shot dead outside the Wimseys' shooting lodge at Riddlesdale in Yorkshire. His brother, Gerald, Duke of Denver, has been arrested for the murder. Cathcart was killed by a bullet from Denver's revolver, and Denver's only alibi is that he was out for a walk at the time Cathcart died. Gerald admits that he quarrelled with Cathcart earlier that night, having received a letter from a friend which told him that Cathcart had been in trouble in Paris for cheating at cards. Later that night, Mary went outside and found Gerald kneeling over Cathcart's body.

Peter and his close friend, Inspector Charles Parker, investigate the grounds, and find several tantalising clues: footprints belonging to a strange man, motorcycle tracks outside the grounds and a piece of jewellery, a lucky charm in the shape of a cat. They also agree that both Gerald and Mary are hiding something; Gerald stubbornly refuses to budge from his story that he was out for a walk, and Mary is faking a severe illness to avoid talking to anyone.

In the course of the following weeks, Peter investigates several false avenues. The man with the footprints turns out to be Mary's secret fiancé, Goyles, a radical Socialist agitator considered "an unsuitable match" by her family, who was meeting Mary to elope with her. She had been covering for him on the assumption that he killed Cathcart, but when Goyles is caught, he admits that he simply ran away in fear when he discovered the body. Furious and humiliated, Mary breaks off their engagement.

While investigating the surrounding countryside Peter meets a violent, homicidal farmer, Mr. Grimethorpe, with a stunningly beautiful wife. Grimethorpe seems a likely killer, but while investigating his alibi (and nearly being killed by stumbling into a bog pit), Peter confirms that Grimethorpe was elsewhere on the fatal night. However, he discovers Gerald's letter from his friend in Egypt wedged in the window of the Grimethorpes' bedroom, proving that Gerald was visiting Grimethorpe's wife. Gerald has refused to admit it, even to his family or his lawyers, being determined to shield his mistress even at the price of being wrongfully convicted of murder and going to the gallows. This chivalric defence only makes Gerald appear more stupid to his brother, given that he has left a letter with his name on it in Mrs. Grimethorpe's bedroom, making it virtually certain that she would have been discovered and murdered by her husband, had Peter not found the letter first.

Eventually, the jewelled cat leads Wimsey to Cathcart's mistress of many years, who had left him for an American millionaire. Wimsey travels to New York to find her, and makes a trans-Atlantic flight – at the time, a very risky adventure which makes the headlines in all British papers[1] – so as to get back to London before Gerald's trial in the House of Lords ends. From her, Wimsey brings a letter that Cathcart wrote on the night of his death, after receiving her farewell letter. In it, Cathcart announces his intention to commit suicide. He took Gerald's revolver from the study, went out into the garden and shot himself, though he lived long enough to crawl back to the house.

This simple sequence of events has been cluttered up by a series of bizarre coincidences: Cathcart's mistress's farewell arriving on the same night that news of his cheating reaches Gerald; his suicide happening on the same night that Gerald planned to meet Mrs. Grimethorpe; and Gerald arriving back to stumble over the body just as Mary comes out for her rendezvous with Goyles. In his closing statement, Gerald's lawyer comments that, had Cathcart's death been the only event of that night, the truth would have been immediately obvious and unquestioned.

Gerald is acquitted. As he is leaving the House of Lords, Mr. Grimethorpe appears and shoots at him, then panics and flees, and is killed by a speeding car. Mrs. Grimethorpe, finally free of her husband, is not interested in continuing her affair with Gerald, and his gallant offer to help her falls flat.

In the final scene, Inspector Sugg, last seen in Whose Body?, is startled to find Wimsey, Parker, and Freddy Arbuthnot on the street after midnight, all drunk as lords. Apparently they have been celebrating the end of the case. Sugg assists them into cabs, then reflects, "Thank God there weren't no witnesses."