"The Caballero's Way" is a short story by the American author O. Henry. It was first published in the July 1907 issue of Everybody's Magazine and was collected in the anthology The Heart of the West later the same year.
The story introduces the Cisco Kid, a fast-shooting caballero who murders for sport. Lieutenant Sandridge, a ranger who is after the outlaw, goes to see Tonia, the beautiful girlfriend of the Kid. They fall in love, and Tonia begs Sandridge to kill the Kid in order to ensure their safety. Unbeknownst to the lovers, the Kid overhears their plan. Although a ruthless killer, the Cisco Kid is proud of being a gentleman who knows how to treat a lady. Since it would be against his code of behavior to lay a hand on a woman, he hatches an appropriate counterplan to deal with the situation.