Emily, Montoni, Madame Montoni, Cavigni, and several servants (including Madame Montoni's servant Annette) begin their journey to Venice. As they leave the estate, Valancourt manages to slip a letter to Emily, vowing to be faithful to her and keep her in his thoughts. As they travel, Emily mourns for Valancourt and having to leave her home, but she can't help admiring the beautiful scenery as they travel over the Alps and into Italy. After stops in Turin and Milan, the group arrives in Venice, where Emily is struck by the beauty and festive atmosphere. At first glance, Montoni seems to own a beautiful and opulent mansion, and Emily feels reassured that maybe he is the wealthy nobleman he claimed to be.
Montoni quickly begins to stay out at all hours gambling and partying with his Venetian friends. In addition to Cavigni, Bertolini, Orsino, Verezzi, and Count Morano all spend a great deal of time at Montoni's house. They are all loud, aggressive, and boisterous, and Morano, in particular, flirts with Emily, which makes her uncomfortable. As time passes, things grows more and more uncomfortable in the Montoni household. Montoni realizes that his new wife is not nearly as rich as he had been led to believe, and this is a problem because he also doesn't actually have much money. Montoni begins to treat his wife very badly. He is even more annoyed when he hears that Monsieur and Madame Quesnel have inherited more money (and an estate in Italy) due to the death of a relative of Madame Quesnel. Since Madame Quesnel and Montoni are distantly related, he feels shortchanged by this turn of events. Montoni begins to talk about going to stay at his castle, Udolpho, located in the Apennine mountains. Emily initially likes this idea, since she thinks this will keep her safe from Morano's aggressive courtship.
Emily also receives a letter from Valancourt, who has been drawing out his time in Gascony so that he can be closer to La Vallee and the memory of her. He tells her that Monsieur Quesnel has rented out La Vallee, and has also fired Theresa, since the new renters will be bringing their own servants. Emily is very angry, because she doesn't think her uncle had the right to make this decision without consulting her. She is worried about what will happen to Theresa, and is also alarmed to think that she no longer has a refuge to return to if she needed to. Emily goes to Montoni to complain about Quesnel's behavior and Montoni suggests she add some lines to a letter he is already sending to Quesnel. Emily does so. The next day, she is surprised when Morano starts talking about how happy he is that she has finally accepted his proposal. When she objects to Montoni, Montoni claims he has Emily's consent in her own writing: when Emily thought she was writing to Quesnel, he tricked her into consenting to the marriage.
Emily tries to object to the impending marriage, but no one listens to her. When she goes with Signor and Madame Montoni to visit the Quesnels at their new Italian villa, she hopes her uncle will help her. However, when Emily explains to Monsieur Quesnel that she doesn't want to marry Count Montoni, he is annoyed that she is refusing an advantageous match with a wealthy man. He tells her that he will do nothing to help her. When the group returns to Venice, the wedding seems imminent, but then a minor delay occurs. Orsino, who is a close friend of Montoni's, confides that he is in trouble with the law: he paid an assassin to kill a fellow nobleman, and the assassin was caught and confessed. Orsino hides from the law in Montoni's house, leading the wedding to be delayed so that no extra attention is drawn to them. Orsino is only in the house for a few days, and then the wedding is scheduled again.
Very early on the morning of her wedding day, Emily is woken up and told to immediately get ready to leave. For reasons no one understands, Montoni has abruptly decided that the family is leaving for Udolpho. Morano is not coming with them, and the wedding seems to be off. Emily is confused, but also relieved. The party begins their journey away from Venice, through beautiful scenery, and into a remote and isolated mountainous region. The castle of Udolpho is very striking and imposing, but also mysterious and foreboding. The family is greeted by Carlo, an old servant who maintains the castle.
As Annette and Emily make their way to Emily's bedchamber, they become disoriented and stumble into a room with old furniture and paintings on the walls. Emily notices that one painting has a black veil hanging over it. Emily is very curious and asks Annette to take the veil down so that she can see the portrait. Annette refuses, and when Emily moves to do it herself, she rushes off with the lantern. Emily is curious as to why Annette is so adamant that the picture under the portrait not be revealed, and Annette hints that she has heard things about the picture, but promised not to tell.
In her room, Emily discovers a door that opens to a hidden passage—and once opened, she can't get it closed. Feeling increasingly nervous, Emily invites Annette to eat with her, and Annette starts to chatter on about stories she has heard from other servants. Apparently, Udolpho has not historically belonged to Montoni's family. The previous owner was a woman named Signora Laurentini, who was a distant relative of Montoni. Montoni tried to marry her, but she refused because she was in love with someone else. While living in isolation at the castle, the Signora often took evening walks in the woods and one night, she never returned. Because she was presumed dead, Montoni inherited the castle. However, there are rumors that her ghost can be seen wandering around the castle. Emily scolds Annette for these silly stories, but she is also frightened.
The journey to Italy provides Radcliffe with the opportunity to introduce new settings and further description of both landscapes, and the city of Venice. Throughout her career, Radcliffe would set a number of her novels partially or fully in Italy, and her writing was a significant factor in making Italy a setting deeply associated with the Gothic genre. While British audiences in the 18th and early 19th centuries were titillated by the spooky thrills and potential schemes of Gothic novels, they also liked to keep such events at a safe distance, and perpetuate the belief that events such as kidnappings, abductions, and mysterious imprisonments happened other places, far away from the security of British soil. (Later writers would play with this convention by writing plots where dark and mysterious events did in fact take place in more domestic settings.) An Italian setting was also useful for a Gothic writer because Italy has long been a country where Roman Catholicism is an important part of culture and history. As becomes apparent in Udolpho, nuns and convents were often used as features associated with the Gothic. At the time Radcliffe was writing, England had widely adopted Protestantism for centuries, and this form of Christianity was often held to be more rational and modern, while Catholicism was sometimes associated with older, more mystical and sometimes more oppressive beliefs.
Despite the fact that Emily and Valancourt are ostensibly 16th-century French subjects, they are often characterized much like the 18th-century English subjects Radcliffe would have been most familiar with. Both Emily and Valancourt are inherently suspicious of Italians, who are presented somewhat stereotypically. Montoni and his compatriots are often shown to be passionate, emotional, prone to violence, loud, and prone to be oppressive and domineering towards women. The pseudo-French world of Emily and Valancourt, on the other hand, is guided by sensitivity, delicacy, reason, art, gentleness, and a code of chivalry in which women are both sheltered and respected. A more macho patriarchal culture quickly emerges once Emily and her aunt are in Venice, where they are also much more isolated and dependent upon Montoni. In contrast to St. Aubert and Valancourt, who have shown their wives and fiancee tenderness and respect at all times, Montoni is rude and aggressive with his new bride, and makes it clear that he only married her for money. In a sense this might be considered poetic justice for Madame Montoni's attempts to secure wealth via either Emily's marriage or her own, but it puts both women in a considerably more precarious position. Emily is now Montoni's pawn, and can be used to serve whatever ends he wants. Morano represents a deep contrast to Valancourt as Emily's prospective husband: he is coarse, vulgar, and aggressive. Moreover, Montoni is willing to use trickery to get Emily to seemingly consent to the marriage, revealing that he doesn't care at all about what she wants.
The move to Italy heightens the suspense and sense of danger in the novel, and the move to Udolpho increases these aspects even further. At least in Venice, Emily had some of the visibility associated with a large city (and potentially an expat community of other French individuals, such as the Quesnels). Udolpho is strikingly isolated and rugged; by moving Emily and his wife in to this locale, Montoni asserts his power and ability to dominate and control them. As Ellen Ledoux explains, "Gothic architecture gives villains psychological leverage over their victims and provides a convenient place for committing crimes... Removed from the protection of that society within the impenetrable Udolpho, Emily and Madame Montoni become subject to the will of the individual patriarch" (336). Radcliffe was one of the writers who strengthened the trope of the Gothic genre being associated with ancient, often crumbling or decaying, castles where secrets could easily be hidden. The novel's title has primed readers to expect Udolpho to be central to the plot, but Radcliffe also delays Emily's arrival at the castle until almost the middle of the novel. Emily's naïve hopefulness also heightens the tension of the plot, since she initially belies Udolpho will be safer for her, as it takes her away from Morano. While Morano is unpleasant, his boorishness also minimizes his ability to be a threat because he doesn't seem particularly clever or conniving. Montoni, on the other hand, is a masterful villain who can scheme and lay plans. If he is taking Emily to Udolpho, it should be apparent to a reader that he is doing so for his own gain, and not for hers.
The theme of female vulnerability is heightened by Annette sharing the mysterious history of Signora Laurentini. Emily and the reader already know by now that Montoni is fixated on gaining wealth and property, and that he has no respect for women. It seems entirely plausible that when his plan to marry Signora Laurentini was rejected, he chose to kill her and gain the castle that way. If this story is true, it signals that both Emily and her aunt are in a truly dangerous situation. Udolpho stands in direct contrast to La Vallee, where Emily could feel secure and nurtured. Instead, Udolpho is a place permeated with the threat of female suffering at the hands of a man, and where Emily can never feel truly safe. The possibility of a supernatural presence means that things like locked doors don't provide the usual protection, but features like the opening to the passage in her room also make it clear that Emily is under constant threat.