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A relief column led by Major de Beaujolais approaches Fort Zinderneuf, only to find the garrison apparently slaughtered. Legionnaire Digby Geste offers to climb in to investigate, but then seems to disappear himself. The Major enters, and finds a letter grasped in the dead hand of Sergeant-Major Lejaune, mentioning a Lady Brandon, in England. Before investigating further, the fort goes up in flames. Prompted by the letter, de Beaujolais recalls visiting Lady Brandon years earlier, when she was bringing up her three nephews, Digby, John and Michael 'Beau' Geste.

The brothers have returned to Brandon Abbas from university, when a valuable family heirloom, the 'Blue Water' sapphire, goes missing. Lady Brandon is reluctant to call the police and hesitates, to give an opportunity for the jewel to be returned; instead, Michael vanishes after leaving a note accepting responsibility for the theft.

To protect Michael, Digby also departs, taking the blame in a note left for John; John, though, guesses that they will have both gone to join the French Foreign Legion, and quietly leaves to do likewise. Accepted as a recruit, he is befriended by petty criminal and former legionnaire Boldini, who is re-enlisting.

The brothers are reunited after being sent to Oran with a draft of new recruits. Their Sergeant-Major, Lejaune, takes a disliking to the trio, and also to two American recruits, Hank and Buddy. Boldini overhears the brothers discussing the Blue Water, and – with his criminal contacts – offers to help them, only to be rebuffed.

Boldini informs Lejaune that Michael has a stolen jewel on him. After Boldini fails to talk two recruits to steal it for him, Lejaune himself persuades former pickpocket Bolidar to do so. He is caught, and narrowly evades lynching. Lejaune, though, knows that they are to be sent to the isolated Fort Zinderneuf, where it will be easier to isolate Michael from his friends.

The column marches across country to Fort Zinderneuf; once there, Lejaune has Hank, Buddy and Digby sent to a further post. Lejaune's harsh treatment, and promotion of Boldini to corporal, cause increasing resentment; when the fort's CO, Renouf, shoots himself, Lejaune has to take command.

Some of the men are on the edge of mutiny when the fort comes under repeated attack from the Tuareg. Before being killed, Michael reveals he has some letters and a parcel for his brothers and Lady Brandon. Eventually, the last two survivors of the garrison are John and Lejaune; John confronts Lejaune, who had found the hidden jewel after searching Michael's corpse.

John kills Lejaune in the struggle, and then flees the fort on the approach of the relief column. Digby finds Michael's body and, remembering a childhood promise, gives it a Viking funeral – on a pyre – before fleeing himself. He finds John and they set off on foot, but is killed; only John is able to reach England where he returns the Blue Water to Lady Brandon – as Michael had known, a copy made when she had been forced to sell the original.