Jude Fawley is a studious eleven-year-old schoolboy who lives in the village of Marygreen with his Aunt Drusilla, a baker. Jude is the only student who is upset when the village schoolmaster, Mr. Richard Phillotson, leaves to pursue a college degree in the nearby university town of Christminster. However, Mr. Phillotson’s leaving inspires Jude to romanticize the city of Christminster, and he gets into the habit of climbing a hill outside the village to get a view of the city. He hears from some laborers that Christminster isn’t a good place for working-class people like him, but he ignores these warnings. Jude decides that he will become an academic. After a failed attempt to procure some Greek and Latin textbooks from Physician Vilbert, the local quack-doctor, he writes to Mr. Phillotson, who gamely sends him some texts. For the next three or four years, Jude diligently studies the classical languages. He also takes an apprenticeship in stonemasonry so that he will be able to save money for his studies.
At age nineteen, Jude wants to leave for Christminster but is distracted by a romance with Arabella Donn, the flirtatious daughter of a pig-butcher. Arabella wants to marry Jude but worries that he will move to Christminster without her. Her friends, Anny and Sarah, advise her to get pregnant so Jude will have to marry her. Arabella goes along with this plan and seduces Jude. Just as he is about to break up with her and leave for Christminster, she reveals to him that she is pregnant, and they marry the following week. Jude and Arabella buy a cottage outside Marygreen, but they are miserable. They get along badly and their relationship difficulties are made worse by the fact that they have very little money. Arabella is surprised to learn that her pregnancy was a false alarm, and Jude becomes frustrated that he was coerced into a bad marriage under false pretenses. One day, they need to slaughter a pig. Arabella, who is experienced due to her father’s background as a butcher, offers to do it, but Jude insists and is unable to slaughter the pig properly because he wants to give it a quick, merciful death. Jude and Arabella continue to argue, and one day after a major fight, Arabella leaves him to go to Australia with her parents. Jude is now free to go to Christminster as soon as he finishes his apprenticeship.
Three years later, Jude departs. Over the years, his Aunt Drusilla has told him about his cousin Sue Bridehead, a free-spirited intellectual who lives in Christminster and works as an artist-designer. Jude has seen a picture of his beautiful cousin and is intrigued, but Aunt Drusilla has forbidden him from meeting Sue because their sides of the family do not get along. Jude finds a job at a stone-mason’s workyard and follows Sue to work and church, but is too timid to introduce himself. He worries that his attraction to Sue will get out of hand, and he cannot be in a relationship because he is still married to Arabella. Finally, Sue initiates contact with Jude, and they find they get along very well. It turns out that they both know Mr. Phillotson, so they pay him a visit together, which results in Sue getting a job as Phillotson’s student teacher. Jude is disappointed that his old role model never achieved his goal of attending university, but he is happy that Sue and Phillotson will be working together. This happiness dissolves when Jude goes to visit Sue and Mr. Phillotson near their schoolhouse and sees Phillotson put his arm around Sue. Meanwhile, Jude’s dreams of attending university are themselves close to being thwarted, since he does not have enough money to attend. He writes to several deans at the university explaining his situation and asking them for advice, but only one responds - and he urges Jude to stay a stone-mason. Jude develops a habit of turning to alcohol when dealing with difficult situations. One day, he recites from the Bible in Latin at a pub and impresses the patrons. However, he is so ashamed of his drunken conduct that he returns to Marygreen and, on the suggestion of a local clergyman, decides to pursue a career as a licentiate.
Jude decides to pursue his clerical studies in Melchester - the same city where Sue is attending a teaching college. Jude visits her and finds out that she is engaged to marry Phillotson, but that doesn’t stop them from going on delightful outings together in the countryside. One day, they hike too far out and spend the night in a shepherd’s cottage. This results in Sue being harshly punished by the teaching college, which frowns on women spending the night outside of the dorms. Rather than accepting the punishment, Sue runs away from the college and stays with Jude for a night before going to a friend’s house in Shaston. Before she leaves, she warns Jude that she only wants a platonic friendship with him. When Jude visits her and tries to confess his romantic feelings for her, Sue says she doesn’t want to see him anymore. She also reveals that she has been formally expelled from the teaching college.
Mr. Phillotson hears about Sue’s expulsion and asks Jude whether there is truth to the rumor of romance between the two cousins. Jude admits that he loves Sue but then backtracks and says his desire to marry her is only theoretical. When Jude sees Sue later that day, he finally tells her about his marriage to Arabella. A few days later, Jude receives a letter from Sue announcing that she has rescheduled her marriage to Phillotson and they will have the ceremony in a month. Jude gives Sue away since her father is absent, and even offers his house for the wedding party. Sue seems unhappy at the wedding.
Jude goes to Christminster to inquire about a job opening with his old employer, and encounters Arabella working at a bar. Arabella married a hotel manager in Australia but now she is living in Christminster as a single woman. She and Jude have no desire to get back together, so they don’t want the public to know that they are married. Jude and Sue go to Marygreen to visit Aunt Drusilla, who is ill. Sue confesses that she does not love Phillotson. Meanwhile, Arabella moves to London with her Australian husband and they open a bar together.
Jude visits Sue in Shaston, and they play piano and hold hands in the schoolhouse. He is soon called back to Marygreen because Aunt Drusilla has died. Sue comes to Marygreen for the funeral, and Jude updates her on the status of his relationship with Arabella. Sue reiterates that she is unhappy with Phillotson, and she and Jude kiss passionately. When Sue gets back, she confesses to Phillotson that she held hands with Jude. She does not want to share a bed with him anymore, and she asks him if she might move out. Although Mr. Phillotson is heartbroken, he realizes that she and Jude are a good match for each other and lets her go to him.
Jude and Sue move to Aldbrickham, so no one will know that they are living together while married to other people. Sue initially refuses to have sex with Jude, and this, along with financial difficulties, leads them to fight frequently. Back in Shaston, Mr. Phillotson loses his job when it gets out that he let his wife elope with another man. The stress of this makes him ill, and Sue goes back to visit him briefly. On her visit, Mr. Phillotson agrees to grant her an official divorce. Jude has also divorced Arabella, so that Arabella might legally marry her Australian husband.
By the following February, Jude and Sue have both completed the divorce process, but Sue is reluctant to marry Jude. Arabella comes to Aldbrickham, and although Sue prevents Jude from seeing her, she writes later with major news: she and Jude had a child before she went to Australia, and now she needs Jude to take care of the boy because he will get underfoot at the bar she has with her husband, Cartlett. Jude and Sue agree to adopt the boy, who is known as Little Father Time due to his grim, prematurely aged demeanor. They try to marry several times for the sake of the boy, but they can never go through with it due to their worries that getting married will poison their relationship.
Rumors spread that Jude and Sue are living together unmarried, and they are shunned by the people of Aldbrickham. Jude cannot get employment, so he, Sue, and Time are forced to move frequently from city to city, so that Jude can get freelance work before people get to know him. They do this for two and a half years.
One day, Arabella encounters Sue selling baked goods at a fair. She has had two children with Jude and is pregnant with a third. Jude is suffering from health problems, so he bakes and Sue sells his products - gingerbreads shaped like the university buildings at Christminster. Arabella realizes that she still loves Jude. After this encounter, Jude and Sue decide to move back to Christminster, since Jude still loves the city and they hope that Time will one day attend the university.
The family moves to Christminster, but they have trouble finding an apartment because few people want to rent to families. Time takes this very personally, and remarks that if he had never been born, things would be easier for Sue and Jude. Sue, who is tired and emotionally vexed at their trouble finding lodging, absent-mindedly agrees. Sue and the children find an apartment they can stay in for one night only. The next morning, Sue goes out for breakfast with Jude, who has stayed elsewhere, before the children wake up. When she and Jude get back, they find that Little Father Time has hanged both of Sue's children and then himself. Sue is so distraught that she has a miscarriage.
Jude takes up stonemasonry again while Sue recovers from the tragedy and the miscarriage. However, they continue to have relationship difficulties. In the wake of losing her children, Sue has become very religious and conservative, and she now believes that Mr. Phillotson is her only husband, and she must return to him out of a sense of duty and sacrifice. Arabella hears this and relates the news to Mr. Phillotson, who writes a letter telling Sue that she can return to him of she wants to. She does, although she is still pained at the thought of being with him. Although the sensible Widow Edlin advises against the marriage, Sue and Phillotson go through with it, with the understanding that they will ‘live separately’ within the house and the marriage will be in name only.
Meanwhile, Cartlett has died and Arabella is crafting a scheme to get Jude to remarry her. She shows up at Jude’s apartment and asks to spend the night, explaining her father has kicked her out. Jude reluctantly agrees, and gets so upset when Arabella tells him that Sue has married Phillotson that he goes to the bar. Arabella joins him and gets him very drunk, then takes him to her father’s house. For the next few days, Arabella keeps Jude intoxicated, and throws a little party at which she manages to extract a promise that Jude will remarry her. The morning after the party, she insists that Jude keep his promise in order to maintain his honor and her own.
Jude marries Arabella, but their marriage is no happier the second time. He goes to Marygreen to try to convince Sue to elope again. Although she admits she loves him and not Phillotson, she feels duty-bound to stay with her first husband. Jude returns to Christminster, and his health only worsens. He dies alone while an uncaring Arabella attends a boat race with Physician Vilbert, her new love interest.