NEVER LIE TO A LADY follows the life of Xanthia Neville, a twenty-nine year old spinster, who was Martinique's aunt in the School for Heiresses short story. Xanthia was an impoverished orphan who grew up, along with her two brothers, in Barbados, where they inherited a run-down sugar plantation from their abusive, alcoholic uncle. They later started a shipping company which made them extremely rich. Years ago, the eldest brother died, leaving Xanthia to run the shipping company.

For political reasons, they eventually lease out the plantations to the African slaves who work them, and decide to relocate Neville Shipping to London so the business can expand.