Having successfully purchased overshoes and puppy biscuits, Mitty moves on to the hotel where he typically meets Mrs. Mitty after their excursions. Mitty makes sure he arrives before her. She expects him to wait for her, and not the other way around. He sinks into a comfortable chair and thumbs through an old magazine. He stops on an article about the German air force and whether it may be the key to Germany conquering the world. Photos of bombers and the destruction they have caused prompt Mitty to enter another daydream.

This time, Mitty is an air force captain in a World War I dugout. A sergeant reports to Mitty that the enemy bombardment of their position has frightened one of the young pilots. Wearily, Mitty orders the sergeant to send the pilot to bed, where the other pilots have already retired. Although he is tired himself, Mitty will take the young man’s bombing run alone. The sergeant expresses concern. The bomber requires two pilots. Additionally, enemy ground forces are shelling the sky, and the German air force stands between them and their target. Captain Mitty insists on flying the mission. While shells strike frighteningly close to the dugout, Mitty nonchalantly drinks shots of brandy. The admiring sergeant remarks that he has never seen any man hold his liquor better than Mitty. The sergeant warns that the target is “forty kilometers through hell,” to which Mitty responds, “After all . . . what isn’t?” As the bombardment of their position intensifies, Mitty cheerfully leaves the dugout to face almost certain death. 

Instead of words, a physical blow brings Mitty out of his daydream this time. Mrs. Mitty has found him and has hit him on the shoulder. She scolds him for being hard to find and hiding himself in the chair. Mitty mutters a short, mysterious response—“Things close in”—which Mrs. Mitty either does not hear or does not acknowledge. Instead, she continues questioning him. Did he remember the puppy biscuits? What’s in the box by Mitty’s feet? Why isn’t he wearing his new overshoes? At last, Mitty defends his actions, resisting her overbearing attitude. He explains that he was thinking and questions whether she ever considers things from his perspective. She responds by saying that she is going to take his temperature when they get home, suggesting that he must be ill to talk back to her in such a way.   

En route to the parking lot, Mrs. Mitty stops at a drugstore to pick up an item she had forgotten. She orders Mitty to wait for her. While he waits, Mitty lights a cigarette and leans against the store wall. A mixture of rain and snow begins to fall on Mitty, prodding him into his last daydream of the story. He imagines himself facing a firing squad for an unstated offense. Mitty refuses the customary blindfold. Instead, he faces his inevitable death defiantly. The final words describe Mitty as “undefeated” and “inscrutable,” or not easily understood.