The film follows a Yellowstone National Park ranger in Wyoming who travels to Milan to visit his sister, a fashion model, after having a vision of her being murdered; upon arriving in Italy, however, he finds her missing.

Bob is a forest ranger working at Yellowstone National Park, while his twin sister Jessica has become a jet-setting fashion model based in Milan; he claims they have had a psychic bond since childhood.

One of the victims is found to have a cache of diamonds in her possession, which immediately directs suspicion to Giorgio Zanoni, a wealthy fashion designer known to host private parties with models.

When the police question Giorgio, he reveals Jessica and the other murdered women were present with him the night of a private party where a game of Russian roulette accidentally killed another fashion model; he disposed of the body and bribed the others with diamonds in exchange for their silence.

Bob traces the telegram back to the post office in Lugano where it was sent from, and upon heading there and asking for the original handwritten copy of the message, he spots inconsistencies in Jessica's signature.

Bob telephones Danesi to warn him, but is forced to hide when he hears someone entering the apartment; it is revealed to be Barbara, who had attempted a lesbian relationship with Jessica, but murdered her after she rejected her advances.

The two felt the title and the premise of a thriller set in the fashion world had promise and decided to make the film in what they described as a "Brian de Palma-styled movie.

Its popularity led to an in-name only sequel titled Too Beautiful to Die, and a few other Italian productions set in the fashion world in the 1980s.