Cuff reports that the Indians still seem innocent, though it is clear that they have come to steal the Moonstone. Cuff also reports that Rosanna bought a piece of long cloth of a particular quality at the linen draper's on Thursday. Cuff has concluded the material was to make her a new nightgown.
It is two o'clock, and the carriage for transporting Rachel to Frizinghall pulls up to the house. Cuff speaks with her footman, explaining that he must secretly pick up a man of Cuff's onto the back of the carriage to follow Rachel. Rachel steps outside and kisses her mother briefly, saying, "Try to forgive me, mamma." Rachel ignores Cuff when he warns her that she is impeding his investigation by leaving. She also ignores Franklin, who wishes her goodbye. As she drives away, Franklin breaks down and resolves to leave by the next train.
Cuff looks for the police officer Joyce, who was ordered to watch Rosanna. Joyce admits he lost track of Rosanna an hour ago. Cuff dismisses him from the case. Cuff determines that Nancy, the kitchen maid, last saw Rosanna leave with a letter in her hand. She gave the letter—addressed to Cobb's Hole—to the butcher's man to mail. Cuff decides to go to Frizinghall to wait for Rosanna to contact Rachel there.
Another servant reports having seen Rosanna running toward the beach. Cuff leaves for the Shivering Sand. Soon after, he sends back for Betteredge, asking for one of Rosanna's boots. Betteredge brings the boot himself, and Cuff matches it to a footprint on the sand. The boot fits. The footprints lead to a rocky ledge called the South Spit. There are no footprints returning from the ledge, and it becomes clear that Rosanna has met with a fatal accident. Betteredge, choked up, guesses that she has committed suicide. A servant boy runs up with a note found in Rosanna's room. The note thanks Betteredge for his kindness and asks for his forgiveness when he next sees the Shivering Sand—"I have found my grave where my grave was waiting for me."
Back at the house, Lady Verinder is distraught over Rosanna's suicide. She blames Cuff.
Cuff meets with Penelope and Betteredge. He questions Penelope about Rosanna's death, and Penelope guesses that it was for love of Franklin. The three agree not to tell Franklin of his possible part in Rosanna's suicide.