In 1863, during the Colorado gold rush, Martha Jane Cannary, her father, and her sisters are traveling with a caravan across America to Oregon.

Conflict ensues between Martha and Ethan as she fights to break free of the gender role assigned to her while he struggles to earn his father's approval.

Martha decides to secretly spend her nights training to lasso and ride a horse and making pants for herself—something that was taboo since women were expected to wear dresses and skirts.

Having become an outcast to both her family and friends, Martha decides to run away to search for the soldier who robbed them with the help of the dog the latter has left behind.

Though she at first tricks him into thinking that she was a boy and that her family would offer a reward for her safe return, they eventually become friends after escaping being captured by another group of travelers.

Jonas decides to work Madame Moustache's gold mine, and Martha eventually is able to find and return to her caravan.