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Jess Hadley, a young woman from England, travels to Paris to visit her brother Ben Daniels, a journalist. Jess has not come to Paris for sight-seeing, but rather, to escape legal trouble. While working as a bartender, her boss exposed himself to her, and Jess retaliated by locking him in a bathroom and taking money from the bar. When she arrives at her brother’s address, however, he does not respond to her calls or texts, leaving her stranded by the gate of the building with her suitcase. After sneaking through the gate, she is surprised to find no trace of her brother in his apartment, which seems to Jess far more luxurious than he should be able to afford on the salary of a freelance journalist. Ben’s disappearance as well as other worrying signs in the apartment, such as the smell of bleach and blood stuck to the fur of Ben’s cat, lead Jess to suspect that Ben has been the victim of foul play, though she doesn’t have any strong evidence to take to the police.
In the days that follow, Jess remains in Ben’s apartment as she questions his neighbors about his whereabouts. She meets a troubled young woman named Mimi, who lies to her about the last time she saw Ben, an aggressive man named Antoine, who drinks heavily, a wealthy middle-aged woman named Sophie, who is being blackmailed by someone who knows something about her past, a young man named Nick, who was a close college friend of Ben, and the unnamed Concierge, an elderly woman who closely watches everything going on in the building. After meeting with Theo, a newspaper editor who sometimes commissioned stories from Ben, she learns that her brother was working on what he believed to be a major story before his disappearance. While walking back from her meeting with Theo, she finds that she is being stalked by a mysterious young woman, who runs away before introducing herself.
Jess learns more about Ben’s neighbors in the course of her investigations. To her surprise, she discovers that the others living in the building are not just neighbors, but a family, the Meuniers, and only Ben and Mimi’s housemate, Camille, are outsiders. The narratives of other characters shed further light upon secrets that they would rather keep hidden, particularly concerning their various relationships to Ben. Mimi, for example, developed an unhealthy obsession with Ben prior to his disappearance, stalking him and even painting nude portraits of him. Despite her initial dislike of Ben, Sophie had a passionate affair with him in order to escape the monotony of her life as a wealthy housewife. Nick reflects upon a college trip to Amsterdam with Ben, during which he confessed that his father, Jacques, took him to a brothel upon his 16th birthday, and then performs oral sex upon Ben. These characters all share a difficult relationship with Jacques, the absent patriarch of the family.
Theo discovers that a mysterious metal card found in Ben’s wallet grants access to La Petite Mort, an exclusive club owned by the Meunier family. Together, Jess and Theo visit the club, where they see several young women dance erotically, including the mysterious woman who had previously followed Jess on the metro. Later, the woman, named Irina, tells Jess that Ben was investigating La Petite Mort, and that a prominent but corrupt police commissioner named Blanchot is one of the club’s clients. Further, Irina claims that Sophie was once one of the dancers in the club before marrying Jacques, and that another woman, an illegal immigrant, died after giving birth in the club. That woman was Elira, the Concierge’s daughter, and the Concierge has been working for the Meuniers in order to keep an eye on Mimi, Elira’s daughter and the Concierge’s granddaughter, who was adopted by the Meunier family at Sophie’s request. Later, Blanchot attempts to arrest Theo and Jess on false charges, but Jess escapes.
When Jess returns to Ben’s apartment, she sees that the Concierge is badly injured after being pushed down a flight of stairs. She runs from Nick and Antoine and hides in the old maid’s quarters, where she discovers Ben’s body and screams. To her surprise and relief, she realizes that Ben is still alive, though too badly injured to speak or walk. Sophie and Nick find Jess in the maid's quarters, and Nick is shocked to see that Ben is not dead, as he previously buried what he believed was Ben’s body. Through a series of flashbacks, the truth is revealed. After Mimi discovered that Ben was writing an article about the family, she told Nick, who dutifully reported this to Jacques. Mimi watched Ben from her window, plotting revenge, but when she saw Jacques enter the apartment and brutally attack Ben, she rushed to his defense, stabbing her father to death with a canvas knife. Drawn by the commotion, Sophie saw what Mimi did and devised a plan to protect her daughter. With the help of the Concierge, she hid the injured Ben in the maid’s quarters and wrapped Jacques’ body in sheets. When Nick and Antoine arrived, she told them that Jacques killed Ben, ordering them to bury the wrapped body in the garden. In the present, Jess finds herself in a standoff with Nick and Sophie, who permit Jess and Ben to leave after Jess promises not to report Mimi to the police.
After taking Nick to the hospital, Jess sends a letter to Sophie, offering to keep her name, as well as those of Nick and Mimi, out of the story if she sends a considerable amount of money to the girls working at La Petite Mort so that they can start a new life before the club is shut down, which would otherwise likely result in them being deported. Later, Jess prepares to travel to Rome where she has rented a studio apartment using her “cut” of the money sent by Sophie.
At the train station, she sees the Concierge, who is traveling to Nice to be closer to Mimi as she coalesces there.
