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In the opening chapter of A Woman in Grey, Wilfred Amory (John Heenan) learns that the old Amory homestead is up for sale. The mansion is rumored to be haunted after the last occupant, Amory family retainer Mrs. Haynes, was found murdered on the premises eight years earlier. Mrs. Haynes' adopted daughter Florence was convicted of the crime, on evidence supplied by servant girl Mary Edwards, and later died in prison. Arriving to inspect the derelict old house, Amory's secretary Tom Thurston (Henry G. Sell) encounters Ruth Hope (Arline Pretty), a mysterious woman in grey who cannot quite account for her presence. Back at their hotel, Tom overhears Ruth being threatened by her elderly companion Naomi Traill (Ann Brodie). Believing that his late father had hidden his fortune somewhere in the house, Amory arrives the next morning along with his niece Paula Wynne (Margaret Fielding). Also present is Ruth, who is assaulted by J. Haviland Hunter, "a society scion and mystery man," who believes that a bracelet the girl is wearing covers the proof that she is the missing Mary Edwards. When Ruth refuses to remove the bracelet, Hunter kidnaps her. Tom takes up the chase but can only watch as Hunter throws his victim right in the path of an approaching train.