The Open Window opens with Framton Nuttel arriving at the rural home of the Sappleton family. Nuttel is a deeply nervous man who has been sent to the countryside by his doctors for a rest cure, intended to calm his frayed nerves. He carries letters of introduction from his sister, who had stayed in the area some years earlier, and these letters are his only connection to the people he is visiting. He knows virtually nothing about the Sappleton household or its members, a fact that will prove to be his undoing.
While waiting in the sitting room for Mrs. Sappleton to come downstairs, Nuttel is greeted by her niece, a remarkably poised fifteen-year-old girl named Vera. Vera asks Nuttel whether he knows much about her aunt or the area, and when he confesses he knows almost nothing, a subtle shift takes place. Vera glances toward the large French window that stands wide open despite the October afternoon, and she begins to tell Nuttel a harrowing story. She explains that exactly three years ago, Mrs. Sappleton's husband and her two younger brothers went out through that very window for an afternoon of snipe shooting. They never came back. They were engulfed by a treacherous piece of boggy ground, and their bodies were never recovered. Vera describes the tragedy with vivid, emotional detail, claiming that her aunt, shattered by grief, keeps the window open every evening because she believes that one day her husband and brothers will walk back through it, just as they left, with their little brown spaniel trotting beside them. Vera even adds a chilling touch, mentioning the husband's habit of singing a particular song as he returned home.
When Mrs. Sappleton finally appears, she cheerfully apologizes for the open window and mentions that her husband and brothers are out shooting and should return soon. She chatters about the birds they hope to bag and how muddy the grounds are this season. Nuttel, now thoroughly primed by Vera's tale, interprets Mrs. Sappleton's casual remarks as the delusions of a grief-stricken woman, and he grows increasingly uncomfortable. He attempts to change the subject to his own health troubles, but Mrs. Sappleton is barely listening, her attention drifting toward the open window.
Then the moment arrives. Three figures appear on the lawn in the fading light, walking toward the house carrying guns, with a brown spaniel bounding at their heels. One of the figures begins to sing. Nuttel looks at Vera, who is staring out the window with an expression of dazed horror on her face. Seized by wild panic, convinced he is witnessing the approach of ghosts, Nuttel grabs his hat and bolts from the house without a word of explanation, nearly colliding with a cyclist on the road outside.
Mrs. Sappleton is bewildered by his sudden departure. Her husband, entering through the open window as he always does, asks who the man was who ran off as they arrived. It is Vera who supplies the explanation, inventing yet another elaborate fiction on the spot. She tells the family that Nuttel has a terrible fear of dogs, claiming he was once chased into a cemetery in India by a pack of wild dogs and had to spend the night in a freshly dug grave. The story concludes with Saki's famous final line, delivered with dry precision: "Romance at short notice was her specialty." This closing remark reframes the entire narrative, confirming that Vera is a born storyteller and habitual deceiver, and that every word of her ghost story was pure invention.