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Widowed Parisian detective Claude Chavasse enjoys his work, which involves investigating infidelities for his many wealthy clients, but tries to shelter his beloved daughter Ariane from the sordid details.  However, Ariane, who takes care of her father and is training to be a concert cellist, is fascinated by the cases and loves to read the romantic details in his files.

On the morning that Claude is reporting damning information to Monsieur X about Madame X’s meetings at the Ritz Hotel with wealthy American business executive Frank Flannagan, Ariane eavesdrops on their conversation from her room.  When Monsieur X tells Claude that he plans to shoot Flannagan that night at precisely ten o’clock, the time at which Flannagan always dismisses the gypsy musicians who perform for him each night in suite, Ariane determines that she must do something to stop him.

That evening, when the police will not take action on her telephone tip, Ariane convinces her adoring fellow music student Michel to drive her to the Ritz.  There, by sneaking onto the ledge, she is able to get into Flannagan's hotel room and warn him and Madame X about her husband.  Moments later, when Monsieur X enters Flannagan's room brandishing a gun, Flannagan's paramour is revealed to be Ariane, who is wearing Madame X's veiled hat.  Flustered but happy, Monsieur X concludes that Claude was wrong and leaves the hotel a happy man.

When they are alone, Flannagan makes a play for the attractive, innocent-looking Ariane, who does not divulge her identity.  Calling her only "thin girl,” Flannagan asks to see her again the following evening.  When she insists that she cannot and says that she is living with a man, he asks her to come at 4:00 in the afternoon.  Although she determines not to see Flannagan again, she goes to the Ritz the next day.  He is again intrigued by her and admires her for seemingly having the same sort of attitude toward men as he does women.

After Flannagan leaves Paris, Ariane, who has fallen in love with him, follows his romantic escapades as they are reported in newspapers and magazines throughout the world.  Months later, while Ariane and Michel are sitting in balcony seats at the opera, she is startled to see Flannagan on the main floor, accompanied by a beautiful woman.  During the interval, she catches Flannagan's eye, but he fails to recognize her.  Moments later, though, he realizes that she is "thin girl" and invites her to come to the Ritz the next afternoon.  Though again protesting that she has no time, Ariane goes to the Ritz and begins seeing Flannagan every afternoon for the next several weeks.

Refusing to reveal anything about her true life, or even her name, Ariane increasingly captivates Flannagan, who starts to become jealous of her other lovers, all characters she has extracted from her father’s cases.  One night, after Ariane has become miffed when Flannagan receives a call from Swedish twins with whom he has been involved, Ariane records a fictitious litany of her lovers and leaves it on his Dictaphone machine.  When he plays the recording after she leaves, he initially laughs, but as the gypsies play their emotionally romantic melodies, he becomes increasingly drunk and is overcome by jealousy, an emotion he has never before experienced.

At daybreak, Flannagan and the gypsies go to a Turkish bath, where Flannagan is recognized by Monsieur X.  Telling him that he is now a very happy man, Monsieur X advises the obviously lovesick Flannagan to hire a detective who can confirm his worst fears, one way or the other.  Initially skeptical, Flannagan soon relents and takes the business card Monsieur X has given him, leading him to Claude.  At the Chavasse apartment, because Ariane is washing her hair in her room, she does not see or hear Flannagan.  Claude is initially overjoyed to meet his favorite subject face-to-face and surprised that this time it is Flannagan who wants a woman followed.  Recognizing that the details “thin girl” has told Flannagan about her romantic activities closely mimic those of his past cases, Claude soon realizes that Ariane is the woman Flannagan has been seeing.  Saddened that his own daughter has become involved in the sordid affairs of his work, Claude tells Flannagan that he will meet him that afternoon with the information he wants.

Later, at the Ritz, Flannagan is impressed that Claude has discovered "thin girl's" identity so quickly until Claude reveals that she is his young and innocent daughter.  Claude implores him to throw back "such a little fish," instead of breaking her heart, then leaves.  Chastened by Claude's words, Flannagan decides to leave Paris immediately.  When Ariane arrives at the Ritz, she is stunned and hurt by Flannagan’s plans, but pretends that she does not mind and accompanies him to the train station.  They say an amicable, unemotional goodbye, but as Flannagan hangs onto the train's steps, gazing at Ariane, she runs alongside, reciting an incessant list of places she will go and the men with whom she will be spending time in the coming year.  Moments before the train leaves the station, Flannagan sweeps Ariane onto the train and into his compartment, where she cries as he kisses her and whispers "be quiet, Ariane."