- Emily St. Aubert: Much of the action takes place from Emily's point of view. She has a deep appreciation of the sublimity of nature, shared with her father. She is unusually beautiful and gentle with a slight, graceful figure, fond of books, nature, poetry and music. She is described as virtuous, obedient, resourceful, brave, sensitive, and self-reliant. Her childhood home is La Vallée. Her sensitivity leads her to dwell (often in tears) on past misfortunes and imagine with dread troubles that may befall her. She is given to writing verse, selections of which punctuate the novel.
- Monsieur St. Aubert: Emily's father, he dies early in the novel while he, Emily and Valancourt are travelling. He warns Emily on his death bed not to become a victim of her feelings, but to acquire command over her emotions. His unaccountable relationship with the Marchioness de Villeroi is one of the novel's mysteries.
- Valancourt, younger brother of the Count Duvarney, Valancourt forms an attachment to Emily while travelling with her and her father through the Pyrenees. He is a dashing, enthusiastic young man with a noble character, on furlough from the army when he meets her. St. Aubert sees Valancourt as a desirable match for Emily, although he lacks wealth.
- Madame Cheron (later Madame Montoni) is St. Aubert's sister and Emily's aunt. She is a selfish, worldly, vain, wealthy widow living on her estate near Toulouse, when Emily becomes her ward after St. Aubert's death. She is contemptuous and cold, even cruel to Emily at first, thinking solely of herself, but near her death, she softens slightly to Emily, who patiently aids and comforts her.
- Montoni is a prototypical Gothic villain. Brooding, haughty and scheming, he masquerades as an Italian nobleman to gain Madame Cheron's hand in marriage, then imprisons Emily and Madame Cheron in Udolpho in an attempt to take control of Madame Cheron's wealth and estates. He is cold and often cruel to Emily, who believes him to be a captain of banditti.
- Count Morano is introduced to Emily by Montoni, who commands that she marry him. Emily refuses, but Morano still pursues her in Venice and later Udolpho. When Montoni finds that Count Morano is not as rich as he hoped, he abruptly withdraws his support from the suit. Morano tries twice to abduct Emily, but both attempts fail.
- Annette, a maid who has accompanied Madame Cheron from France, is talkative and inclined to exaggeration and superstition, but faithful, affectionate and honest. She is in love with Ludovico and often gets locked in closets.
- Ludovico, one of Montoni's servants, falls in love with Annette and provides assistance to Emily. He is more sensible than Annette, and is brave and quick-thinking. He is the one who locks the closets.
- Cavigni, Verezzi, and Bertolini are cavaliers and friends of Montoni. Cavigini is sly, careful, and flatteringly assiduous. Verezzi is a "man of some talent, of fiery imagination, and the slave of alternate passions. He was gay, voluptuous, and daring; yet had neither perseverance or true courage, and was meanly selfish in all his aims." Bertolini is brave, unsuspecting, merry, dissipated and markedly extravagant. His flightiness to Emily distresses her.
- Orsino, an assassin described as the "chief favourite" of Montoni, is cruel, suspicious, merciless and relentlessly vengeful.
- Marchioness de Villeroi is a mysterious figure whose miniature Emily finds in a secret panel in her father's closet. She was married to Marquis de Villeroi, but becomes estranged from him and dies through the intervention of Laurentini di Udolpho. She was a sister to M. St. Aubert, and thereby Emily's aunt.
- Signora Laurentini di Udolpho (also called Sister Agnes) is a nun in the French monastery of St. Claire. She dies in the final volume of the novel, whereupon she is revealed to be Signora Laurentini, heiress of the house of Udolpho. She has estranged the Marquis de Villeroi, her first love, from his wife, after which she retires to the monastery to live in guilt. She divides her fortune between Emily and the wife of M. Bonnac.
- The Marquis de Villeroi was the lover of Laurentini before he married the Marchioness. He leaves the Chateau-le-Blanc after her death.
- Francis Beauveau, Count De Villefort is heir to the mansion at Chateau-le-Blanc in Languedoc. He inherits it from his friend the Marquis de Villeroi. He has two children by a previous marriage, Blanche and Henri, and is married to the Countess De Villefort.
- Lady Blanche, a sweet young woman with a deep appreciation of the sublime, who writes poetry, resides at Chateau-le-Blanc and befriends Emily, with whom she shares many interests.
- Dorothée, a servant at the Chateau-le-Blanc, is superstitious like Annette, but less inclined to be found in a closet.
- Monsieur Du Pont is one of Emily's suitors. He steals a portrait miniature of Emily belonging to her mother, which he later returns. He helps Emily and her companions escape from Udolpho. He is a friend of De Villefort, who supports his suit. When Emily steadfastly rejects him, he turns his attentions to Blanche, but is thwarted again when she marries St. Foix.
- Monsieur Quesnel, Emily's uncle, is cold and unfeeling towards Emily until she becomes an heiress.
- Madame Clairval, Valancourt's aunt and an acquaintance of Madame Cheron, initially approves of the match between Valancourt and Emily, but finally decides there are better prospects for both of them.
- Monsieur Bonnac, an officer in the French service about 50 years old, Emily meets at the convent. His wife inherits Castle Udolpho.
- Monsieur St. Foix, suitor of Blanche, marries her at the end of the novel.
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