Elesin Oba is the titular king's horseman, a man of enormous vitality who deeply enjoys life's physical pleasures. Following the death of the Yoruba king, traditional duty dictates that he must perform ritual suicide to accompany his master to the afterlife. He is well-loved and respected in his community, though his strong attachment to earthly desires occasionally causes quiet concern among those guiding his transition.

Simon is the British colonial District Officer in Oyo, Nigeria. He views local Yoruba customs with disdain and actively works to stamp out traditions he considers inappropriate or barbaric. Tasked with maintaining perfect order during a royal visit, he prioritizes his administrative duties and career optics over understanding the people he governs.

Jane is Simon Pilkings's wife and lives with him at the colonial Residency. She acts as a cultural mediator for her husband, demonstrating a slightly greater willingness to learn about the Yoruba people. Despite her softer approach and desire to understand local customs, she retains ingrained colonial attitudes of superiority regarding the native population.

Olunde is Elesin Oba's eldest son, who left Nigeria four years ago to study medicine in England. His departure caused a major rift with his father, as the eldest son is expected to carry on the sacred role of the king's horseman. He returns to Nigeria upon hearing of the king's death to fulfill his traditional family obligations, possessing a reinforced respect for his native culture.

Iyaloja is the "mother" of the market and a central keeper of Yoruba tradition. She fiercely protects the women in her community and commands immense respect from both locals and colonial forces. She acts as an advisor to Elesin Oba in his final hours, balancing her deference to his honorable status with her protective instincts over her people.

Amusa is a Native Administration police officer working under colonial authority. Though he has converted to Islam and enforces British law, he retains a deep, ingrained fear of traditional Yoruba spiritual items. His position places him in a difficult middle ground, alienating him from his own people while leaving him marginalized by his British superiors.

Joseph is a houseboy working for Simon and Jane Pilkings. He has converted to Christianity, distancing himself from traditional Yoruba beliefs. The Pilkingses rely on him for information about local events, though they frequently dismiss or insult his new religious convictions.

The Praise-Singer is a traditional figure who accompanies the king's horseman. He engages in rhythmic, chanting dialogue with Elesin Oba, acting as a spiritual guide and sounding board. He is highly perceptive regarding Elesin Oba's historical fondness for earthly pleasures and carefully gauges his resolve to leave the physical world behind.

The Resident is the higher-ranking British official overseeing the district. He is highly preoccupied with maintaining the illusion of British colonial elegance and order, particularly during a visit from a royal dignitary. He places intense pressure on his subordinates to handle any local disturbances quietly.

The Prince is a visiting member of the British royal family attending a ball at the Residency. His presence in Oyo creates intense pressure on the colonial administration to maintain perfect order and suppress any local customs that might cause a disturbance.

A beautiful woman visiting the market who is initially betrothed to Iyaloja's son. Her presence captures Elesin Oba's attention during his final hours, leading him to request her as his bride to leave a final mark on the world before he completes his ritual.