The following winter, Mrs. Costello writes to Winterbourne asking him to come and visit her in Rome and to bring her a copy of a novel called Paule Méré. The Millers are also in Rome, and Mrs. Costello reports that Daisy’s behavior has excited much gossip among the Americans there. Daisy socializes with known fortune hunters and appears unchaperoned at parties with an unknown Italian, “a gentleman with a good deal of manner and a wonderful mustache.”

His first day in Rome, Winterbourne encounters the Millers at the house of Mrs. Walker, a wealthy, well-connected woman he knows from Geneva. Daisy reproaches Winterbourne for having called on Mrs. Walker before calling on her. She also asks Mrs. Walker’s permission to bring one of her gentleman friends, “the beautiful Giovanelli,” to a big party Mrs. Walker is giving later that week, despite the fact that no one in Mrs. Walker’s circle is acquainted with him. Reluctantly, Mrs. Walker grants her permission.

Daisy announces that she is leaving to meet Mr. Giovanelli at the Pincio Gardens, a favorite spot for strolling and slow carriage rides, for seeing and being seen. Mrs. Walker and Mrs. Miller advise against this, Mrs. Walker because it is not the custom in Rome for young ladies to walk alone in broad daylight with gentlemen, and Mrs. Miller because she fears for Daisy’s health. Evening is when people are thought most vulnerable to “Roman fever,” or malaria. Daisy refuses to be dissuaded but suggests that Winterbourne accompany her, and he agrees.

When they arrive at the Pincio, Winterbourne is shocked by his first sight of Mr. Giovanelli, who seems to him at best a clever imitation of a gentleman. He can’t understand how Daisy can flaunt her relationship with such an undistinguished man, one who appears to be no more than a musician or a third-rate artist, in the busiest section of Rome. Winterbourne finds Daisy “an inscrutable combination of audacity and innocence.”

A horse-drawn carriage pulls up. Inside is Mrs. Walker, who has come after them, fearing for Daisy’s reputation. She tries to persuade Daisy to get into the carriage and leave with her and Winterbourne. Daisy refuses, telling Mrs. Walker, “If this is improper [. . .] then I am all improper, and you must give me up.” Daisy resumes her walk with Giovanelli, leaving Mrs. Walker stunned and hurt.

As Winterbourne descends from Mrs. Walker’s carriage, he catches sight of Daisy and Giovanelli, sitting on a bench overlooking the Villa Borghese. While he watches, Giovanelli takes Daisy’s parasol from her hands and opens it, leaning it against her shoulder so that it shields them from view.