Devil in a Blue Dress features several characters, including:
* Easy Rawlins - the main protagonist of the story and an ex-soldier.
* Daphne Monet - femme fatale and socialite.
* Albright “Al”bright – Easy's friend who helps him with his investigation.
* DeWitt Albright – wealthy white business tycoon seeking information on a woman named Daphne Monet.
* Mouse Alexander - Easy's best friend and partner in crime-solving investigations.
The novel also features many other characters that play important roles in helping Easy Rawlins solve the mystery at hand.