Much to Sally Reardon's (Joan Blondell) disappointment, her husband, Bill (Melvyn Douglas), has given up on his detective agency and decides to go back to his old job in the district attorney's office. Sally is tired of him working under the shadow of the DA (Thurston Hall). She is determined to make the Reardon Detective Agency a success. Her first client, Lola Fraser (Mary Astor), suspects there is something between her husband, Walter (Lester Matthews), and his ex-fiancée, Anne Calhoun (Frances Drake). She hires Sally to find out what it is. Sally leaps into action spying at a nightclub that night where the Fraser's, Anne and her current fiancé, Jerry Marlowe (Robert Paige) have gathered. She hears Marlowe accuse Walter Fraser of trying to take Anne from him. He threatens him. The next morning newspapers report that Fraser has been murdered in Marlowe's home. Marlowe is the natural suspect. For the sake of publicity for the detective agency, Sally tells reporters what she heard. To quiet her insinuations, Marlowe hires the dizzy detective to work on his side. Sally's fervent investigation of the murder drives Bill mad. He is also working the case with the police, but Sally intends to beat them to it, hoping it will lure Bill back to their agency. Bill begins making progress when he discovers the murder weapon, a gun belonging to Marlowe. Marlowe confesses he had intended to use it on Fraser. He hated him because of Anne, but he could not commit murder. Furthermore, the gun had been missing since a week earlier. Bill is unconvinced by Marlowe's story, but Sally believes him. She connects Nick Shane (Jerome Cowan), a nightclub owner, to the case and insists he is the murderer. Sally talks to Lola Fraser and obtains vital evidence that helps confirm her suspicions about Shane. Only when Bill promises to give their agency another try does Sally pass this information on to the police. They order Shane's capture, but he is found murdered. Sally has reason to suspect Lola. She goes to her apartment and tricks her into confessing that she killed Shane. Bill arrives on the scene with the police and unravels the full story. Lola hired Shane to kill her husband so she could collect on his insurance. Marlowe was set up as the fall guy. When Lola did not come across with the payment right away, Shane began to press her for it. To get rid of him, she gave Sally the evidence against him. Shane overheard the conversation. He did not intend to let Lola get away with it, but she got to him first. With the mystery solved, Sally happily sees Bill get the recognition he deserves for his skills. The Reardon's are shown to be a great detecting team and best of all, they are a happily married couple again.

Rita is on and off the screen in a matter of seconds as "Mary," a secretary in the office of Marlowe's attorney. The picture was moderately successful, but as it turned out, there would be only one sequel to There's Always a Woman, called There's That Woman Again. Joan Blondell was replaced by Virginia Bruce in the second. The box-office returns for the sequel were unsatisfactory and Columbia decided to drop the series all together.