The Sheik opens in a hotel in the Algerian city of Biskra. A dance is being held, hosted by a young woman named Diana Mayo and her brother, Sir Aubrey Mayo. It transpires that Diana is planning to leave on a month-long trip into the desert, taking no one with her but an Arab guide. Diana grew up without parents, and as a result she became a bit tomboyish, with a freedom that at the time was normally only allowed to boys. Before Diana leaves on her journey, her independent character is further established when she refuses a proposal of marriage, explaining that she doesn't know what love is and doesn't want to know. Once she begins travelling in the desert, it is not long before she is kidnapped by the Sheik, Ahmed Ben Hassan. It turns out her guide had been bribed.

Edith Maud Hull (1880-1947) was a British writer of romance novels best known for The Sheik, which became an international best seller. The Sheik is credited with setting off a major and hugely popular revival of the "desert romance" genre of romantic fiction. Hull followed The Sheik with several other novels with desert settings, such as The Shadow of the East, The Desert Healer, and The Sons of the Sheik.