The play is structured in the three-level plot format that Shirley exploits for other comedies, like "Hyde Park" and "The Ball". The main plot concerns the married couple of Sir Thomas and Lady Bornwell. Here, Shirley rings a significant change on the formulas of English Renaissance comedy: Lady Bornwell is a philandering female, the "lady of pleasure" of the play's title, while Sir Thomas's goal is to reform his wife's conduct. Aretina is devoted to the pastimes and vices of courtly aristocrats, notably in spending her husband's money. Sir Thomas tries to frighten his wife into restraint by pretending to pursue Celestina, a sixteen-year-old widow. His strategy fails at first. Yet Aretina is brought up short by the prospect of actual bankruptcy, and by the shock of learning that her partner in a casual tryst in the dark does not know her name and thinks she's a succubus, a "she-devil."