This novella serves as both a psychological description of the mind of a young woman and as an analysis of the traditional views of a society where she is a clear outsider. Henry James uses Daisy's story to discuss what he thinks Europeans and Americans believe about each other and more generally the prejudices common in any culture. In a letter, James said that Daisy is the victim of a "social rumpus" that goes on either over her head or beneath her notice.
The names of the characters are also symbolic. Daisy is a flower in full bloom, without inhibitions and in the springtime of her life. Daisy contrasts sharply with Winterbourne. Flowers die in winter and this is precisely what happens to Daisy after catching the Roman Fever. As an objective analogue to this psychological reality, Daisy catches the very real Roman fever, the malaria that was endemic to many Roman neighbourhoods in the 19th century.
The issue on which the novella turns is the "innocence" of Daisy, despite her seemingly scandalous behaviour.
John Burnside, writing for The Independent, said,
Daisy Miller arrives in Frederick Winterbourne's staid world the way that an angel arrives at an Annunciation, as both promise and challenge. From their first meeting at Vevey, to the story's dramatic conclusion in Rome, Winterbourne's interest in Daisy is subject to constant censure from his carefully "exclusive" aunt, Mrs Costello, and her forensically respectable social circle: the girl is "not nice," they say; she is overly familiar with her family's courier, she has been observed in inappropriate situations with dubious young "gentlemen" and Winterbourne would clearly do well to distance himself, before the inevitable scandal unfolds. At first sight, it seems that Winterbourne is genuinely torn between romantic attachment and his suffocating social milieu – and that might have made for an engaging, but not uncommon study of love versus convention; however, James' keen observation reveals something deeper than that, for even as he protests his aunt's attacks on Daisy's character (yes, she is uncultivated, he admits, but she is not the reprobate for which the entire world has decided to mistake her), he is less disappointed than relieved when a nocturnal encounter with the girl and her suitor, Giovanelli, appears to prove Mrs Costello right: "Winterbourne stopped, with a sort of horror; and, it must be added, with a sort of relief. It was as if a sudden illumination had been flashed upon the ambiguity of Daisy's behaviour and the riddle had become easy to read. She was a young lady whom a gentleman need no longer be at pains to respect." Though the novel's final act has yet to unfold, we cannot help but conclude that the real tragedy lies here, in Winterbourne's relief.