Dmitri Gurov

An aging, dissatisfied bureaucrat who is the story’s protagonist. Dmitri surprises himself by falling in love with Anna while on vacation in Yalta.

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Anna Sergeyevna

Gurov's lover and the “lady” referenced in the short story’s title. Like the protagonist, Anna has grown dissatisfied with her provincial lifestyle and feels trapped in her unhappy marriage.

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Mrs. Gurov

Dmitri’s wife, whom he greatly dislikes. She is described as being intelligent but shrewish. 

Von Diderits

Anna’s obsequious and insincere-looking husband. 

Dmitri’s Daughter

The unnamed daughter of Dmitri and his wife. Dmitri compares her innocence to Anna’s when the two lovers meet for the first time.