Poirot despairs at the lack of crime - and work - concluding that he, Hercule Poirot, has scared off the criminal classes. His mood brightened when Lady Millicent Castle-Vaughn - the veiled Lady of the title - asks him to recover from her blackmailer some indiscreet letters written in her youth. Unable to convince the man to reduce the amount asked for, Poirot decides to take matters into his own hands and steal them. As Poirot and Hastings learn however, not all is as it seems, starting with Lady Millicent.