The novel begins on the morning of Nick Dunne’s wedding anniversary. On that same day his wife Amy Elliott Dunne disappears from their home in North Carthage, Missouri. A few years before, Nick and Amy moved from New York to Missouri, because Nick’s mother, Maureen, was diagnosed with stage four cancer. Amy, a native New Yorker, was not thrilled about the decision her husband made without even consulting her, and the move exacerbated the stress created by both Amy and Nick recently losing their jobs. Nick now works at a bar he jointly owns with his twin sister Margo, and also teaches at the local community college. Amy has never found work or made friends within their new community. Their marriage was in crisis at the point that Amy disappeared.
Nick receives a call from his neighbor about suspicious signs at his house and hurries home to find that his wife has vanished. Alarmed by possible signs of her having been abducted, he immediately calls the police. By nighttime his house is filled with cops and news reporters. The widespread media attention comes in part from Amy's fame as the inspiration for the fictional character in the Amazing Amy book series. The series was written by her parents Rand and Marybeth Elliott, who are child psychologists. Rand and Marybeth are called to assist in the search for their daughter. Questions about who might have hurt or abducted Amy raise a number of suspects from her past: Hillary Handy, an obsessed fan of the Amazing Amy books; Desi Collings, her prep school boyfriend who had been obsessed with her for years; and Tommy O’Hara, Amy’s ex- boyfriend who she accused of rape. While initially people are kind and supportive to Nick, he quickly notices that the detectives question him closely and have suspicions. Nick knows that in cases where a woman vanishes, her husband or boyfriend is often the prime suspect. As a result, he tries not to reveal that his marriage was troubled, or any other details that might implicate him, which results in him telling a series of lies to the police and detectives.
The narration of the events surrounding the disappearance, told from Nick's perspective, alternates with a series of diary entries written by Amy, detailing the period from the moment she met Nick to the day before her disappearance. The diary shows Amy as an optimistic, loving, and supportive wife. While she and Nick initially have a picture perfect romance, the stress of job loss and the move takes a toll on their relationship. The diary describes Nick gradually becoming distant, possessive, violent, and demanding to Amy, which causes Amy to become frightened of him. She even buys a gun in order to protect herself if necessary. The last entry in the diary, from the day before Amy's disappearance, ends with her making a dark joke about possibly being killed by Nick.
While looking for clues in the Dunne house, detectives find an envelope with the clues Amy has written for a treasure hunt, a ritual she observes every year for their anniversary. As Nick follows the clues, he becomes increasingly concerned and suspicious that Amy knew more about some of his secrets than she let on. As he reflects on his wife's personality as a strong-willed, obsessive, and power-hungry woman (an idea that does not align with Amy's personality as it is presented in the diary), he begins to wonder if Amy has somehow staged the disappearance herself in order to frame him and punish him. As days pass, detectives uncover more and more evidence which cause Nick to look more and more suspicious: there are signs of blood loss on the kitchen floor, evidence of marital problems, and expensive credit card transactions in Nick's name, which he swears he didn't make. Several of Nick's initial lies get exposed, and he also makes negative impressions in the media. Nick is also very afraid of his biggest secret being exposed: he has been having an affair with one of his students, a young woman named Andie.
The situation grows worse and worse for Nick, until during a candle light vigil honoring Amy, Noelle Hawthorne, Amy’s best friend, interrupts his speech to accuse him of murdering his wife, and also reveals that Amy was pregnant. Nick finds this news shocking. A few years earlier, he and Amy had pursued fertility treatments in hopes of getting pregnant, but she then lost interest in the plan. However, Amy's medical records confirm that she was indeed pregnant, creating even more public sympathy and pressure to find her. Nick is increasingly convinced that he is the victim of an evil scheme on Amy's part. The last clue of Amy’s treasure hunt leads him to the woodshed that Margo has in her home, which contains the purchases charged to the credit card. This strongly gives the impression that Nick has been plotting his wife's death.
Part Two begins with Amy narrating the events surrounding her disappearance. She has created an elaborate plan, which she has been working on for over a year, in order to fake her own murder and frame Nick for it. Increasingly disappointed in and frustrated by her husband, when she discovers he is having an affair, that is the final straw. She has written the diary purposefully to fabricate an image of herself as sweet, sympathetic, and innocent, and to make Nick look capable of a violent crime. She also opened the credit cards and made all the purchases, and faked a pregnancy by using the urine of her pregnant friend Noelle and passing it off as her own. On the day of the disappearance, she cuts herself and sheds her blood to make it look like she has been attacked, also staging the house to suggest an intrusion and a struggle. Using a disguise and a car she has secretly purchased, she then drives to a cabin in the Ozarks to hide out. She plans to enjoy watching Nick be accused of her murder and go to prison for it. The final step will be for her to kill herself and allow her body to be found, apparently confirming his guilt, so that he will be executed for her murder.
The narration now alternates between Amy and Nick's perspectives. Nick, aware of how much suspicion surrounds him, hires Tanner Bolt, an attorney most famous for winning cases for men accused of murdering their wives. He confides to Tanner his belief that Amy has framed him, and Tanner helps to do some damage control to Nick's image. It seems like he might again become an object of sympathy, but the revelation of his affair with Andie is more damning news. The police also find the items hidden in the woodshed, and arrest Nick for the murder of his wife. Meanwhile, Nick has been conducting his own research into Amy's past and finds that many of the stories she has told don't seem to be true, and suggest that she is highly skilled at lying and manipulation. Nick knows that his only hope is to convince Amy to come back, and he tries to make himself as appealing to her as possible, while secretly planning to kill her once she returns.
Amy's plans go awry, first as she becomes less interested in the idea of suicide, and second after some people she meets in the Ozarks steal all the money she had saved to survive on. She now has to change her plan, and she reaches out to Desi Collins, her wealthy ex-boyfriend. She tells him that she has run away because Nick was abusing her. Because Desi is obsessively in love with her and wants her all to himself, he takes her to his lake house. Once there, Amy increasingly finds Desi oppressive and controlling. As Amy watches Nick's interactions with the media, she finds herself more attracted to him. She decides to escape from Desi and return to Nick. Knowing what Desi finds attractive, she seduces him and then, after they have sex, she drugs him with sleeping pills.
Nick is shocked, when forty days after disappearing, Amy shows up at his doorstep, bloody and bruised. The story she tells both Nick and the police at first is that she was abducted by Desi, who unexpectedly showed up at her house on the day of the anniversary. Since then, he has been holding her captive and raping her repeatedly. She was finally able to get her hands on a knife, which she attacked him with, killing him, and then returned in shock to her home. She also accounts for her pregnancy by saying that she had a miscarriage shortly after being abducted. Nick doesn't believe this story, and tells her so, but he plays along with the story in front of the elated media because it confirms his own innocence. Amy's medical examination corroborates her story and while some of the detectives see suspicious holes in her account, she is able to defuse further questioning by accusing them of being incompetent and having been fixated on pursuing the wrong suspect.
Alone with Nick, Amy admits to the whole story, including deliberately murdering Desi and faking her escape just as she faked her abduction. He is horrified and disgusted, and wants to reveal the story to the world. Amy, however, has been careful to ensure that there is no record of this confession, and she also still has fodder for blackmail. The diary was never revealed as fake, and in it Amy documents an instance that strongly suggests Nick poisoned her with antifreeze. To further corroborate it, she did in fact consume antifreeze and saved and froze some of her vomit. If this evidence is revealed and tested, she can accuse Nick of attempted murder. Supported by Margo, Tanner, and Detective Boney, all of whom by this point believe that Amy faked her disappearance, Nick decides to wait.
Amy and Nick continue in a stalemate, warily living together. Amy begins writing a memoir about the public story of her experiences, which she knows will make her a lot of money. She also alludes to a plan to absolutely ensure Nick will never betray her secret. Nick, still angry, begins writing his own memoir revealing the truth about her. He is shocked when Amy reveals that she is pregnant: she had herself inseminated with sperm frozen from the couple's fertility treatments. She makes it clear that if Nick ever betrays her, she will turn the child against him, and feeling protective of their future son, Nick gives up any hope of revealing Amy's deceit and accepts that the two of them are stuck with each other. He deletes his book. The two build a fragile relationship, and the novel ends with the impending birth of their child, who is due on their wedding anniversary, one year after Amy's disappearance. However, the ending makes it clear that Amy's sociopathic need for power, and Nick's disgust with her, will never go away.
