In Mademoiselle of Monte Carlo, Hugh Henfrey travels to Monte Carlo following the mysterious death of his father. In search of answers, he tracks down Mademoiselle Yvonne Ferad, a legendary gambler who frequents the tables of Europe's casino capital. Having received a tip that Ferad knows something about his father, Henfrey finds and interrogates her. But at the moment the truth is to be revealed, an assassin appears and guns Ferad down, mortally wounding her. Henfrey is made the primary suspect, forcing him to flee the police by joining a network of criminals under the wing of the Sparrow, a gentleman ringleader and veritable mastermind who conspires to transport the young Englishman out of Monaco. As he moves through the shadows from Italy to Belgium and England, Henfrey begins to suspect that the secret of his father's death has been right before his eyes the whole time.