In December, in a small town in the rural American South, likely in the nineteenth century, Reverend Yates waits for Gunter's arrival, as he knows the twenty-something man is looking for him after the Reverend helped Gunter's wife escape to safety in the previous months. However, when Gunter arrives at Reverend Yates's doorstep on horseback, he has another proposition: he wants to be baptized.

Reverend Yates does not believe that Gunter would want such a thing; Gunter killed his first wife but framed it as a suicide, and his second wife Susanna was so severely abused by Gunter that Reverend Yates paid her way to take a train out of town in secrecy. Gunter reveals that he wants to be baptized because Susanna's mother, Eliza, has requested it. Reverend Yates had warned Eliza not to let Susanna marry Gunter. Still, Eliza let it happen so that Gunter could give the single mother some financial stability. Now that Susanna is gone and Gunter has received a divorce on the terms of abandonment, Eliza, out of desperation, has allowed him to marry her fourteen-year-old daughter Pearl.

Reverend Yates attempts to refuse the baptism, for one, because he knows that Gunter does not want it, but also because it is the dead of winter. However, Eliza and Gunter persist because Eliza thinks baptism might wash away Gunter's cruelty and because Gunter wants to marry the young Pearl. Gunter tells the Reverend he will merely go to another town to get baptized if he refuses and that he will make Pearl and Eliza walk to the county over in the cold. The Reverend agrees to the baptism.

The day before the baptism, the town elders, particularly Marvin Birch, plead with Reverend Yates not to go through with the baptism. Reverend Yates tells them he will do it, and after the church service on Sunday, he rides with Gunter, Eliza, and Pearl to the river to perform the baptism. When they arrive, Marvin Birch and the elders are there, and Birch informs Reverend Yates that a sign has come from God: the river is iced over. Gunter is desperate to be baptized, however, and refuses to be stopped; he goes to step on the ice to break it, and when Birch hands him his rifle to assist with the ice, Gunter cracks the ice with the butt of the gun and creates a hole, into which he falls and dies.

After Gunter's death, the people of the town provide for Eliza and Pearl. Pearl happily marries two years later. Susanna returns to the city for Pearl's wedding and annual visits with her husband and children when she hears about Gunter's death. Reverend Yates continues to ponder whether Gunter's death was God's will or if he should never have let Birch give Gunter his rifle.