The novel is written from the point of view of a man called "H. H." who becomes a member of "The League", a timeless religious sect whose members include famous real and fictional characters. A branch of the group goes on a pilgrimage to "the East" in search of the "ultimate Truth". The narrator speaks of traveling through both time and space, across geography imaginary and real. During the group's travels, a servant named Leo disappears. The group dissolves into divisive angst and frustration.
Years later the narrator tries to write his story of the Journey, even though he has lost contact with the group and believes the League no longer exists. But he is unable to put together any coherent account of it; his whole life has sunk into despair and disillusionment since the failure of the one thing which was most important to him. Leo was actually the president of The League and his previous "disappearance" was merely a test, which the group failed.