As Daisy’s friendship with Giovanelli intensifies, particularly after Mrs. Walker’s party, Winterbourne is in the unpleasant position of having to wonder about the exact nature of the relationship between Daisy and Giovanelli. Winterbourne has many theories, but he never confronts the possibility that he himself has feelings for Daisy. He always couches his interest in her relationship with Giovanelli in terms of concern for her reputation. Nevertheless, there seems to be evidence to suggest that Daisy is more interested in Winterbourne than she is in Giovanelli. Besides her praise of Giovanelli’s voice and musicianship, she pays no attention to his performance at Mrs. Walker’s party. Instead, she sits away from the piano, talking to Winterbourne. She is also strangely offended when Winterbourne suggests that Daisy’s flirting with Giovanelli might be acceptable if she and Giovanelli were serious about each other. Even stranger, to Winterbourne, is the swiftness with which she seems to forget her displeasure with him. Daisy’s behavior is always inscrutable, but discounting the possibility that she has feelings for Winterbourne is as impossible as labeling her either purely innocent or a tramp.

Throughout Chapter 4, Winterbourne faces tableaux that imply a closeness between Daisy and Giovanelli from which he is or feels physically excluded. His response to these situations is always preeminently moralistic or avuncular. However, Daisy’s “improprieties” in Rome are not all that different from the impropriety she committed at Vevey with Winterbourne. She did, after all, go with him to the castle at Chillon unchaperoned, much as she goes around Rome with Giovanelli. In Vevey, Winterbourne was more charmed and titillated by her behavior than scandalized, and once her attentions are focused elsewhere, his harsh judgments may be rooted in his own unconscious jealousy and disappointment that he is no longer the object of Daisy’s affections. He may be channeling these uncomfortable feelings into overabundant concern for Daisy’s character and reputation.

The scene in which Winterbourne and his aunt encounter Daisy and Giovanelli at St. Peter’s clearly shows how the scandal-hungry gossips in Rome operate. Elsewhere, we hear about Daisy’s effect on the American community, but here we get to see it in action because Winterbourne does. Winterbourne exhibits one of his finest moments here, as he turns from the circle of gossipmongers around his aunt, watches Daisy get into a carriage, and feels pity for her. He pities her not so much because he thinks she is past the point of no return but “because it was painful to hear so much that was pretty and undefended and natural assigned to a vulgar place among the categories of disorder.” In other words, he hates to hear Daisy wrongly or too harshly accused.