A Gun for Sale follows the life of Raven, an assassin for hire. He receives a job to kill a government minister in Czechoslovakia, which then would lead to the beginning of a war. When Raven finishes the job, he is paid by a man named Cholmondeley. However, as he begins using the money, he is refused, as they are stolen. Furious, Raven begins searching for Cholmondeley, following him on a train, while he is trailed by the police, who think that Raven is the thief of the lost money.
The wife of the detective leading the hunt for Raven is on the same train as them both. Her name is Anne, and when Raven realizes that she recognizes him, he kidnaps her before she has time to alert her husband. She manages to escape, but chooses to not say anything, as she sympathizes with Raven. She is then asked out for dinner with Cholmondeley, now named Davis. However, as Davis learns about her knowledge of Raven, he knocks her unconscious.
As Anne lays in the unknown house Davis brought her to, her handbag is stolen and someone uses it. Raven sees it and breaks into the house, finding Anne barely alive. They agree to work together against Davis, as they both want him dead. They leave, settling into the place where Raven lives, and have a deep conversation, where Raven explains how he ended up working with what he does, and how unfortunate he was as a child.
The police find the house Raven and Anne are hiding in and Anne tries helping the situation the best she can. Using gas, everyone except Raven has a gas mask, and he has to force one of the officers to strip and give him his uniform. He then sees Davis on the street, and fines him, as he is disguised as an officer. He then realizes that a company he passes with profit heavily on the beginning of the war. There, he realizes that the boss of the company is the boss of Davis as well. Pointing a gun at him, he shoots them both, and is himself shot in the end.
