The Sheik opens in a hotel in the Algerian city of Biskra. A dance is being held, hosted by a young woman named Diana Mayo and her brother, Sir Aubrey Mayo. It transpires that Diana is planning to leave on a month-long trip into the desert, taking no one with her but an Arab guide. Diana grew up without parents, and as a result she became a bit tomboyish, with a freedom that at the time was normally only allowed to boys. Before Diana leaves on her journey, her independent character is further established when she refuses a proposal of marriage, explaining that she doesn't know what love is and doesn't want to know. Once she begins travelling in the desert, it is not long before she is kidnapped by the Sheik, Ahmed Ben Hassan. It turns out her guide had been bribed.