Hieronimo is the Knight-Marshal of Spain and the protagonist of the play. The Knight-Marshal was, in the Spanish government, the top judge responsible for any legal matters concerning the King or his estate. Hieronimo's occupation thus links him to the play's key theme, that of justice and revenge. Hieronimo equates the two frequently, and, indeed, the play seems to support his equation with its various calls for revenge and retribution. Only one character in the play, Alexandro, shows mercy on someone who has wronged him, and in that case the wrong did not end in death.

There are problems, however, with revenge, problems that Hieronimo must face. That Hieronimo does face these problems is what gives him the psychological complexity and verisimilitude typically associated with the tragic protagonist, making Hieronimo a sort of proto-tragic protagonist in English literature. Not even an important character until the murder of his son Horatio, Hieronimo is suddenly thrust into the center of the action. His character then develops over a series of soliloquies, wrestling with several key questions. These questions include: whether to end his misery by suicide instead of waiting to seek revenge, where to seek revenge against murderers with far more influence over the king than he, how to reconcile his duties as a judge with his inability to find justice for his son, whether to leave revenge to God once his legal means are exhausted, and—having decided to seek his revenge—how to do it in the face of enemies who could easily destroy him with their vastly greater influence and power at court.

Hieronimo resolves each of these questions and decides to seek revenge in a Machiavellian, deceitful manner. This is a radical shift for Hieronimo, who effectively adopts the tactics of the murderer Lorenzo against Lorenzo himself. And though his revenge is successful, Hieronimo's grief is not relieved, only death and silence manages to do this.

Hieronimo's conversion to Machiavellianism and his violent, bloody revenge, may raise problems for both an Elizabethan and a modern audience. Sympathizing with someone who reveals himself to be both deceitful and bloodthirsty is difficult. But Kyd does sow the seeds of Hieronimo's conversion in the first Act, when Hieronimo presents a masque to entertain the court. If we think of Hieronimo as an author of stories related to the downfall of Spanish and Portuguese princes (the subject of the masque), instead of a deceiver, then we see that Kyd has foreshadowed Hieronimo's later transformation. And we may see Hieronimo's revenge less as a violent, evil act than as a creative way to find justice in an unjust society.