After a lifetime of unfulfilling intimacy, Nancy hires Leo Grande for a night of pleasure and exploration. The entire film takes place mostly within a hotel room, focusing on the intimate conversations and evolving relationship between the two characters over several meetings.

The film's primary narrative engine is Nancy's "attainable list" of sexual experiences. However, the physical acts are secondary to her psychological journey. Nancy embodies a generation of women taught to view their own desire as secondary or shameful. Her transformation from an anxious, "tightly wound" client into a woman capable of finding pleasure on her own terms—culminating in a scene of solo self-gratification—serves as a triumphant rejection of societal shame.

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The film's critical and emotional heart lies in the powerhouse performance of two-time Academy Award winner Emma Thompson. She plays Nancy with a raw, vulnerable authenticity that has been universally lauded as one of the finest of her career. Thompson has frequently stated that Good Luck to You, Leo Grande is her favorite role to date. During an interview, she discussed how the project was one of the most intimidating but important roles she has ever taken on.