Natchez at Sunset is set in south Mississippi a few miles above the gulf coast. The story is told through the alternating perspectives of three characters: Caleb Vogel, in his early 40s, is a former journalist making a living as a heavy equipment operator and raising a pair or wolves in South Mississippi, near the Gulf Coast; his wife, Jessica, is former ship welder, now a university art professor preparing for a show featuring her metal sculpture "Natchez at Sunset" while contemplating a divorce from Caleb; and Hubert Vogel, Caleb's father, is a cattle rancher whose property joins Caleb's, but he is estranged from his son and has promised to kill the wolves if he ever finds them on his property.

The story opens as Caleb drives up to his house and finds a dead coyote gutted and fitted over his mailbox, a newspaper clipping crumpled in its mouth. He drops the clipping on the floor of the pickup along with the others he's received-threats about his newspaper articles and opinion pieces, threats against his wolves. The setting of the novel is contemporary, or perhaps just a few years in the future, and it imagines a Mississippi where immigrants have been deported, assault rifles are openly carried, environmental laws have been considerably relaxed, and discrimination against minorities is on the rise.