The story opens in June 1871 at the burial of 13-year-old Georgie Burkhardt's older sister, Agatha. Georgie is uncomfortable at the graveside, not only because she's wearing a borrowed dress that's too tight around the neck, but also because she doesn't believe the coffin holds Agatha's body. Her sister did run away two weeks earlier, but the body brought home was unidentifiable. It had been left in the open and ravaged by animals. The body wore Agatha's beautiful blue-green dress and had red hair, but that didn't mean it was Agatha, in Georgie's opinion.
Georgie watches the other mourners at the graveside, in particular the two men who courted her sister — Billy McCabe and Mr. Olmstead. Billy and Agatha courted for several years, but Agatha broke it off with him so she could be courted by Mr. Olmstead, the wealthy owner of the local hotel. Georgie and Agatha recently argued, and Georgie saw her sister kiss Billy. Not knowing what else to do, Agatha told Mr. Olmstead what she saw, and days later, Agatha ran away.
On the way home from the funeral, Georgie tries to convince her Grandfather Bolte to track Agatha. Her grandfather and mother are relieved to have had a body to bury, as Georgie's father disappeared 10 years previously when he left to search for gold. He hasn't been heard from since. Angry with her family's acceptance of Agatha's death, Georgie hops down from the wagon and runs home.
Georgie takes her rifle out to practice shooting. It helps her collect her thoughts about the past few months and make future plans. Georgie recalls the argument Agatha had with Grandfather Bolte before Christmas. Agatha had wanted money to attend the University of Wisconsin. She already had enough for the first year's tuition, but Grandfather thought her education was a waste of money since she'd find a husband and marry soon.
This last Christmas, Georgie was given permission to use ammunition from Grandfather's store to practice shooting. Agatha was given a beautiful blue-green ball gown that she wore to a dance at Mr. Olmstead's hotel. She danced the whole night with Billy McCabe, and the town wondered when they'd hear of their engagement. Georgie was pretty sure Billy asked her sister to marry him, but she thought Agatha turned him down. That spring, she had taken up with Mr. Olmstead.
Georgie remembers that after she saw Agatha kiss Billy, Billy had walked away giving a little victory whistle. After Georgie had tattled to Mr. Olmstead, Agatha refused to speak to Georgie. Then one night she told a story about how Seneca, a man from ancient Greece, had used pigeon feathers to help him make a choice.
Several days later, Agatha disappeared with a group of pigeoners. A massive flock of carrier pigeons, millions strong, recently nested in the town. People from all over the country had come to hunt the large birds. After thinking about the past, Georgie ponders what she'll need for her journey to search for her sister.
Georgie finds a guidebook for traveling across the prairie. She uses it to help her finish the list for her trip to Dog Hollow, the town where the body was found. Georgie knows she'll need a horse for the trip, and the following day she asks Billy McCabe for one, as his family raises horses. Billy tries to convince her that Agatha is dead, but Georgie remains adamant that she's going to search for her. He agrees to bring a horse to the cemetery two evenings later in exchange for the five gold pieces that her grandfather had given her.
Georgie does what she can to stay out of her grandfather's and mother's way over the next two days. She's surprised and grateful when she finds that her grandfather cleaned her gun on Saturday night. Georgie leaves a note and sneaks out of the house. Billy arrives late to the cemetery. He is riding a horse and leading a mule. He returns her five gold pieces and says he will loan her the mule and the equipment needed for the trip, but only if he can accompany her. Georgie reluctantly agrees.
As Georgie tries to fall asleep beside Billy, she recalls the day in late February when the weather turned nice and she and Agatha went for a walk in the woods. Agatha left to talk to Billy while Georgie wandered off. She found several pigeons, probably scouts, and shot one.
In March, Mr. Olmstead asked permission to court Agatha. Although quite a bit older than Agatha, Mr. Olmstead was the richest man in town. Grandfather Bolte and their mother gladly allowed the relationship. Georgie didn't like the way Mr. Olmstead seemed to be bribing Agatha with his huge library of impressive books so she'd like him. In April, the pigeons returned en masse, and the town filled with bird watchers and hunters. It was in May that Georgie saw Billy and Agatha kiss. Georgie decides it's worth keeping Billy around so she can question him more about that day. They continue on toward Dog Hollow, with Georgie trying desperately to learn how to control the mule.
She is frightened when Billy gets too far ahead on the path, and a cougar stalks her and the mule. Although a crack shot, she drops her rifle in the mud before she can take aim. She throws anything she can at the cat, trying to scare it away. It finally jumps back into the forest. Georgie is a nervous wreck for a few days, thinking there's a cougar behind every tree.
Billy tries to calm her. She asks him whether he still loves Agatha, even though he's now engaged to Polly Barfod. They argue when Billy tells her she's too young to understand. Georgie regrets telling Mr. Olmstead about the kiss.
Billy and Georgie arrive in Dog Hollow. They split up for a while, with Georgie buying a few supplies in the general store and showing Agatha's photograph to people to see if anyone recognizes her. Eventually the clerk at the general store admits she saw Agatha take off with an untrustworthy medicine salesman. Georgie sees Billy coming out of the telegraph office. When the telegraph man won't tell her what was sent, Georgie again argues with Billy.
He admits to sending a message to Grandfather Bolte. He and Georgie's mother knew of her plan and paid Billy to keep her safe. Georgie is outraged. During their fight, she demands Billy tell her about his kiss with Agatha. He swears it was only a final goodbye kiss, but Georgie questions why he would whistle happily if her sister rejected him again. Billy shows her a map his father, the sheriff, drew of where he found Agatha's body. The two set off the next morning to find the location.
Georgie is upset when they come to the place her sister's body was found. It is ordinary, with no sign that anything remarkable ever happened. She leaves the spot and races up a rocky hillside, hoping her sister may have left some kind of clue or note behind. When she finds nothing, Georgie screams in frustration. She loses her balance and slips down the hill, hitting her face on some rocks.
When they return to Dogs Hollow, the townspeople suspect Billy of beating her; she doesn't like how they're treating him since she's grown in affection toward him. Georgie asks the store clerk if she knows which direction the pigeoners went when they left town. The clerk is not certain, but thinks they may have done business with a family named Garrows. Georgie convinces Billy to make a detour on the way home in order to question the Garrows family. From there, they can take a different path home.
By evening, Georgie and Billy come to the Garrows property. A little redheaded girl runs to tell her mother they have visitors. The mother isn't too pleased to see them, and she, too, assumes Billy must have beat Georgie. Georgie tries to convince Mrs. Garrows that she's searching for someone.
When she describes Agatha, Mrs. Garrows thinks she's describing her daughter Darlene, who eloped several weeks earlier. Mr. Garrows comes out to talk with them. A strange look comes over his face when he sees Agatha's picture, but he denies having seen her. He is friendly, but tells them they should backtrack to Dogs Hollow to get home as the road ahead is impassable. On their way back to the path, Georgie stops to talk with the redheaded girl. She distracts the child with a piece of licorice and steals her hair ribbon. Georgie is sure it's made of the same material as Agatha's dress and it proves her sister met the family.
Georgie and Billy don't follow Mr. Garrows' advice, because to turn around would lead them back through a valley filled with mosquitoes. Georgie shows Billy the ribbon, and the two of them stop to discuss the various things that may have happened to Agatha. Whether she is dead or alive, they are certain the Garrows know more than what they are saying. Georgie explores the area a bit and finds a cave.
In the dim light, she puts her hand on something and brings it with her as she heads back to Billy. She discovers she's holding a $5 bill. She and Billy go back to the cave and uncover more money and some counterfeit plates. They realize Mr. Garrows is probably involved in a counterfeit ring and know they must leave the area immediately. They ride through the night, hoping to evade the criminals. They make camp in the morning, and Georgie immediately falls asleep.
When she wakes up, Georgie takes Billy's repeating rifle to go hunting. As she makes her way back to their camp, she hears voices. Billy has been beaten and is tied to a tree. Mr. Garrows and another man in a bowler hat ask Billy where “the girl” is hiding. He tries to convince them that she's run away, but they don't believe him. The man in the hat searches the area for her. Georgie debates whether she should get into a shootout with them, but then decides they have probably killed Agatha and will certainly kill her and Billy if she doesn't do something. She takes off her skirt and hangs it between two boulders to shade her view, and then she takes aim at the men. She is able to shoot the man with the bowler hat in the hand so he drops the gun. He also loses his thumb. Not wanting to kill them, Georgie manages to shoot the revolver from Mr. Garrows' hand.
When he reaches for it, she shoots inches from his fingers. As the men run away, Georgie shoots the hat from the other man's head. Billy has been severely beaten and probably has internal injuries. Georgie manages to get him onto the mule and find the main road again.
Along the way, Billy admits to Georgie that he knew she'd been watching him and Agatha kiss, so he had pretended to be happy. He knew she'd tell Mr. Olmstead about it. Angry, Georgie leaves him, but then realizes he'll die if she can't find help. She returns to him and flags down a wagon. It is driven by none other than Mr. Olmstead.
Mr. Olmstead drives them to Dogs Hollow where Billy is seen by a doctor. Georgie falls unconscious from exhaustion and wakes up in a hotel room. She is treated to a warm bath and new clothes, courtesy of Mr. Olmstead. He tells her that Billy also told him about the kiss, and he regrets not trusting Agatha. He also tells Georgie that the authorities are looking for Mr. Garrows and his accomplices.
He also has bad news. Her grandfather died two days earlier, and the funeral will be soon. Georgie races home. She arrives as the mourners are leaving the cemetery. Her mother embraces her, thrilled to have her home again. Her Aunt Cleo, a woman she's never met, has come from the East Coast to help for a while. Georgie asks if Agatha has written, but there haven't been any letters. She matches the hair ribbon to Agatha's dress, but still has no proof whether her sister is alive or dead. She wonders if her trip was all in vain.
Georgie becomes a celebrity when the authorities catch Mr. Garrows and his accomplices. Mrs. Garrows, however, has escaped with her younger children. Georgie's mother marries Sheriff McCabe, Billy's father. This is awkward for Georgie, as she'd expressed her affection for Billy, and he is going to marry Polly. The two talk, and Georgie knows there will always be a bond between them because of the adventure they shared, but she is glad when he moves away with Polly. Georgie writes several letters — one to Mrs. Garrows. Several weeks later, Mrs. Garrows arrives to see the grave. She admits that the body is of her daughter, Darlene. Agatha sold her ball gown to Darlene when she learned the girl was eloping. Mr. Garrows came upon Darlene before she could leave. They fought. Darlene grabbed his gun, and it accidently went off, killing her. He left the body on the side of the road because he was distraught and hoped the authorities would believe her to be Agatha.
In July, a letter arrives from Agatha. She is alive and living in Madison. She ran away to go to school, just as she'd dreamed. Her mother and Sheriff McCabe plan on honeymooning there, and she asks if Mr. Olmstead might come along for a visit as well.