Chicago, the Roaring Twenties. Cecilia Mills is new to town and struggling to survive. Her world is turned upside down when she falls for gangster Franky Greco's moll Nell Prescott. Working at The Orpheus dance hall thanks to Nell, Cecilia becomes known as CeeCee and rubs elbows with gangsters and the city's elite, and she and Nell hide their affair from Greco.

Patrick Sheridan is fresh out of prison and bent on revenge, with Greco in the crosshairs. He gets a job as CeeCee's bodyguard, and despite her infatuation with Nell, love blossoms between CeeCee and Sheridan. When Sheridan sees his chance, thanks to a disillusioned cop seeking his own revenge, he must choose where his loyalties lie as CeeCee and Nell are caught in the middle.