Lord Peter Wimsey's brother, the Duke of Denver, has taken a shooting lodge at Riddlesdale in Yorkshire. At 3 o'clock one morning, Captain Denis Cathcart, the fianc of Wimsey's sister Lady Mary, is found shot dead just outside the conservatory. Mary, trying to leave the house at 3 am for a reason she declines to explain, finds Denver kneeling over Cathcart's body. Suspicion falls on Denver, as the lethal bullet had come from his revolver and he admits having quarreled with Cathcart earlier, after receiving a letter (which he says has been lost) informing him that Cathcart had been caught cheating at cards. He maintains that he stumbled across the body after returning from a walk on the moors, but will say no more.
Wimsey arrives to investigate, along with his friend Inspector Charles Parker, who will find himself becoming increasingly attracted to Lady Mary throughout the novel. They find a series of unidentified footprints and a discarded jewel in the form of a cat. It is clear that both Denver and Mary are hiding something: Denver refuses to budge from his story that he was simply out for a walk, while Mary is feigning illness to avoid talking to anyone.
Wimsey investigates several false leads. The footprints turn out to be those of Mary's secret true fianc , Goyles, a socialist agitator considered "an unsuitable match" by her family. He had crept into the grounds for a pre-arranged rendezvous at 3 am when the couple had intended to elope. Mary assumed that he was the killer and has been covering for him, but when she learns that he had fled in terror after discovering the body, she breaks off their engagement in disgust at his cowardice.