One afternoon, the narrator was sitting outside a café in Paris when he encountered his old college friend, Lord Murchison.
Lord Murchison — narrator; former college friend of the protagonist; curious, persistent.
They hadn't seen each other in nearly ten years, so they decided to catch up over dinner. During their conversation, Murchison revealed that he had a mysterious woman in his life, and showed the narrator a photograph of her. The woman was beautiful, but her face seemed to hold a secret.
Murchison told the story of how he met the woman, Lady Alroy, at a dinner party and became infatuated with her.
Lady Alroy — mysterious woman; widow; fascinated with secrecy; beautiful, enigmatic.
Despite her secretive nature, he decided to propose marriage to her. However, when he confronted her about her mysterious behavior, she denied having any secrets. Heartbroken and angry, Murchison left her and went on a trip to Norway. While he was away, he learned that Lady Alroy had died from a sudden illness.
Unable to let go of the mystery, Murchison visited the house where he had seen Lady Alroy enter one day. He discovered that she had rented a room there, but the landlady insisted that she never met anyone there and only used the room to read and have tea. The narrator concluded that Lady Alroy was simply a woman with a mania for mystery, and that she had no real secrets.
She was simply a Sphinx without a secret.
Murchison, still holding onto the photograph, was left to wonder if this was truly the case. During their conversation at the café, the narrator tried to comfort his friend Gerald.
Gerald — protagonist; infatuated with Lady Alroy; honorable, high-spirited.