Jude Fawley, an eleven-year-old boy, wants to follow the example of his teacher Mr. Phillotson, who leaves Marygreen for Christminster to take a university degree and to be ordained. Jude is being raised by his great-aunt, whom he helps in her bakery. He studies very hard on his own to prepare for the move, and to provide a means by which he can support himself at the university, he learns the trade of ecclesiastical stonework. He meets, desires, and marries Arabella Donn, who deceives him into marriage by making him think he has got her pregnant. They do not get along at all, and eventually Arabella leaves him to go with her family to Australia.
Though delayed, Jude does get to Christminster, partly because of his aspirations but also partly because of the presence there of his cousin Sue Bridehead. He meets and falls in love with her, though the fact of his being married causes him to feel guilty. Sue will not return his love, and when he realizes that Phillotson, under whom she is now teaching, is interested in Sue, Jude is in despair. This plus the fact that he has made no headway on getting into the university and realizes he never will causes him to give up that part of his dream and leave Christminster.
At Melchester he intends to pursue theological study and eventually enter the church at a lower level. Sue is there at a training college and is to marry Phillotson when she finishes, but she flees the school when punished for staying out all night with Jude. Jude is puzzled by Sue because her ideas are different from his and she will not return the feeling he has for her.
Shortly after he tells her he is married, she announces her marriage to Phillotson and asks Jude to give her away. He sees Arabella again, who is back from abroad, spends the night with her, and learns that she married in Australia. When he next encounters Sue, she tells him perhaps she shouldn't have married, and Jude vows to go on seeing her in spite of his aim to discipline himself to get into the church.
When Jude's aunt dies, Sue comes to Marygreen for the funeral, and there she admits to him she is unhappy and can't give herself to Phillotson. The kiss Jude and Sue exchange when she leaves for Shaston causes him to think he has reached the point where he is no longer fit for the church; therefore, he burns his theological books and will profess nothing.
Sue asks Phillotson to let her live apart from him, preferably with Jude, but he only allows her to live apart in the house until an instance of her repugnance to him causes him to decide to let her go. Sue goes to Jude and they travel to Aldbrickham, but she will not yet allow intimacy. Phillotson is dismissed from his job at Shaston when Sue never returns, and after seeing her later and not being able to get her back he decides to divorce her to give her complete freedom.
After living together a year at Aldbrickham Jude and Sue have still not consummated their relationship, and though they repeatedly plan to be married they never go through with it. Only when Arabella appears and seems to threaten her hold on Jude does Sue allow intimacy. Arabella marries Cartlett, her Australian husband, again and sends to Jude her and Jude's son, Little Father Time.
When opinion turns against Jude and Sue and he loses a job because of their reputation, they decide to leave Aldbrickham, and they live in many places as Jude works where he can find employment in anything other than ecclesiastical work, which he decides to give up. They now have two children of their own and another on the way. Having seen Sue in Kennetbridge, Arabella, whose husband has died, revives her interest in Jude, and when she encounters Phillotson, who is now in Marygreen, she tells him he was wrong to let Sue go. Jude, now ill and not working regularly, wants to return to Christminster.
They do return to Christminster, arriving on a holiday, and Jude is upset by his return to the city that has meant so much to him and gives a speech to a street crowd in an attempt to explain what his life has meant. Despairing talk by Sue triggers off a reaction in Little Father Time, and he hangs the other two children and himself. And the child Sue is carrying is born dead. Jude and Sue have reached the point where their views of life have about reversed, Jude becoming secular and Sue religious; and when Phillotson writes to ask Sue to come back to him, she agrees, thinking of it as a penance.
Sue returns to Phillotson at Marygreen and marries him again, though she still finds him repugnant. Arabella comes to Jude, and by persistent scheming she gets him to marry her once more. They get along about as before, and though ill Jude goes to see Sue and they declare their love for each other. As a further penance, Sue then gives herself to Phillotson. Jude learns of this, and on the holiday the following year, while Arabella is out enjoying the festivities, Jude dies. Only Arabella and Mrs. Edlin are present to stand watch by his coffin.