Dmitri Gurov is a Moscow banker, married with a daughter and two sons. Unhappy in his marriage, he is frequently unfaithful, and considers women to be of “a lower race”. While vacationing in Yalta, he sees a young lady walking along the seafront with her small dog, and endeavors to make her acquaintance. The lady, Anna Sergeyevna, was also vacationing while her husband remained at home in an unnamed provincial town. They soon are engaged in an affair, and spending most of their time together walking and taking drives to nearby Oreanda.
Though she is expecting her husband to come to Yalta, he eventually sends for her to come home, saying something is wrong with his eyes. Gurov sees her off at the station. Returning to Moscow and his daily routine, working by day and clubbing by night, he expects to soon forget young Anna but finds he is haunted by her memory. On the ruse of going to St. Petersburg to take care of some business, he sets off to her town to find her. Learning the location of the family’s residence from a hotel porter, he finds the house, only to realize it would be futile to intrude.
In despair, he reasons that Anna has probably forgotten him and found someone else, and heads back to his hotel for a long nap. In the evening, he remembers having seen a sign earlier promoting a performance of The Geisha. Reasoning that Anna and her husband may attend the first performance, he goes to the theater. The couple enters and he watches intently. When the husband goes out for a smoke during the first interval, Gurov greets Anna, who is bewildered and runs from him.
After following her through the theater, he confronts her and she confides that she has been thinking of him constantly. Frightened, she begs him to leave and promises to come to see him in Moscow. She makes excuses to come to Moscow, telling her husband she is going there to see a doctor, which he “believes and does not believe”. Gurov realizes that for the first time in his life he has actually fallen in love, and wonders how they can continue. While they talk of finding a plan, the story ends without a resolution.