Fefu is a wealthy, intelligent woman hosting a reunion for her college friends in the spring of 1935. She aggressively challenges social conventions by fixing her own plumbing and asserting a preference for masculine strength over feminine vulnerability. Despite her dominating exterior and academic interests, she harbors deep emotional pain and lacks true agency within her own marriage.

Cindy is a tactful and diplomatic guest at Fefu's gathering. While outwardly emotionally stoic and generous in her assessment of Fefu's eccentricities, she harbors deep-seated anxieties about authority and control. Her subconscious fears frequently manifest in disturbing dreams involving powerful men who threaten her safety.

Christina is a newcomer to the friend group, meeting Fefu for the first time during this 1935 gathering. She is heavily invested in traditional social structures and behaves with careful, deliberate propriety, going so far as to only drink a drop of bourbon over a single ice cube. Fefu's brash rebellion against gender expectations deeply unsettles her.

Julia is a highly intelligent and once-fearless woman who now uses a wheelchair following a mysterious hunting incident. She experiences vivid hallucinations of invisible judges who dictate strict rules about female behavior and submission. Her condition drastically alters her previously assertive personality, leaving her focused on sheer survival.

Emma is an outgoing, lively, and highly theatrical woman who takes pride in being worldly. She views life as a performance and eagerly plans the costumes for the women's upcoming fundraiser. Beneath her dramatic exterior, she possesses a tender devotion to her friends and frequently ponders private human nature.

Paula is an analytical woman from a working-class background who has recently endured the end of a painful romantic relationship. She attempts to manage her emotional distress by applying mathematical formulas and logic to the trajectory of love affairs. Her discovery that wealth does not guarantee happiness has deeply affected her worldview.

Sue is the most domestic and accommodating member of the group gathering at Fefu's home. She frequently stays on the periphery of the women's intense personal conversations, offering soup and quiet support instead of verbal assertions. Despite her shyness, she maintains a desire to be seen and express herself through movement.

Cecilia is an assertive and somewhat guarded woman who arrives late and announces she will be the first to leave. She recently initiated the end of a romantic affair and seeks to maintain a sense of power in the relationship's aftermath. She expresses a belief that people are unique and should resist the need to be entirely understood by everyone.

Phillip is Fefu's husband, a man who remains unseen to the audience but exerts significant control over his wife's life. He participates in an unconventional game where Fefu shoots at him with blanks, using the threat of real bullets to maintain a psychological hold over her.

John is Fefu's younger brother. He is present at the estate during the women's gathering but remains outside the domestic sphere, physically separated from the women's reunion.