Chekhov wrote The Shooting Party during his final year in medical school, and it was published serially in 32 weekly segments during 1884 to 1885. The book's plot is essentially a murder mystery, although in its depictions of setting and character the story anticipates Chekhov's mature style.

"The Shooting Party" is the name of a manuscript that an unknown author, who appears out of nowhere, begs a publisher to read and publish. The author agrees at least to read it, and the author says that he will return in three months for the verdict. The body of the book then is this mysterious manuscript, which is written as a first person narrative. Its narrator and central character is the author recounting his own experience. In a "Postscript" the publisher tells us what happened when the author's returned three months later.

The narrator is the local magistrate in a rural region. His good friend and drinking partner, Count Alexei, has an estate nearby. Count Alexei's bailiff, Urbenin, is a middle-aged widower with two children. Also living on the estate are Nikolai Efimych, an old retainer who has gone crazy, and his beautiful daughter Olga. During the first part of The Shooting Party we learn that Count Alexei is a drunk and a lecher; Urbenin is a decent, hard-working, and lonely man; and Olga is caught between her presumably "true" love of the narrator and her desire to advance in life by marrying Urbenin. However, after marrying the bailiff, she takes another step upward by leaving her husband for a live-in affair with the Count, meanwhile secretly protesting her love for the narrator.

The climax occurs during a hunting party in the woods, when Olga goes off by herself and is later found murdered. All the evidence leads to her husband as the culprit. When an unexpected witness who might be able to implicate a different killer appears, the witness himself is mysteriously murdered. At the end of the manuscript, Urbenin is convicted of murder and sent to prison. However, in the "Postscript" the publisher, who proves to be a far better detective than the narrator/magistrate, identifies the real killer from clues that he has observed in the manuscript.