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Miss Julie is the play's twenty-five-year-old heroine. Fresh from a broken engagement—an engagement ruined because of her attempt literally to train her fiancé like a dog—Miss Julie has become "wild", making shameless advances to her valet, Jean, on Midsummer Eve. In his preface to the play, Strindberg discusses what motivates Miss Julie: "her mother's primary instincts, her father raising her incorrectly, her own nature, and the influence of her fiancé on her weak and degenerate brain." He also cites as influences the absence of her father, the fact that she has her period, the sensual dancing and flowers, and, finally, the man. Strindberg is interested in psychology, and this list is his diagnosis of what he considers Miss Julie's sickness. This symptoms of this sickness are similar to contemporaneous symptoms of the hysteric. Traditionally considered a female disease, hysteria in Strindberg's day was increasingly used to refer to a disturbance in female sexuality—namely, a woman's failure or refusal to accept her sexual desires.

Raised by a shockingly empowered mother who abhorred men, Julie is alternately disgusted by and drawn to men, horrified by sex and ready to play the lascivious coquette. Her hatred of men leads her to attempt to enslave them sadistically. Ultimately, however, the play is more invested in her masochism above all else. Julie desires her own fall. Strindberg partially blames her for her fate. Julie submits to Jean, who is partly a father figure, imploring him both to abuse and to save her. Julie slips into a "hypnoid state", a trance-like condition that people associated with hysterics. It can be argued that Miss Julie's profile and ultimate fate reveal Strindberg's notoriously misogynistic fantasies.

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