That Girl in Yellow Boots is a thriller tracing Ruth (Kalki Koechlin), a British woman who comes to Mumbai to search for her father - a man she hardly knew but cannot forget. Without a work permit, desperation drives her to work at a massage parlour. Torn between several schisms, Mumbai becomes the alien but yet strangely familiar backdrop for Ruth's quest. She struggles to find her independence and space even as she is sucked deeper into the labyrinthine politics of the city's underbelly. She starts dating a drug addict Prashant (Prashant Prakash). A city that feeds on her misery, a love that eludes her and above all, a devastating truth that she must encounter. And everyone wants a piece of her. After numerous encounters with people, almost all of whom are depicted as needing to be serviced by her, she discovers that her father is one amongst her regular clients, who knew all along that she was his daughter. In what is possibly seen as a commentary on the cult of godmen in India, her father is shown as one such member of a religious cult, and views having sex with his daughter as an expression of his love. The film ends with Ruth hanging up her yellow boots, her quest having come to a shocking end.