In The Big Bad Wolf, author James Patterson offers a suspenseful story of newly minted FBI agent, Alex Cross and his pursuit of a ruthless Russian Mafia leader called "The Wolf." The Wolf is an elusive character known only by his reputation among the law enforcement and organized crime communities.

In this story, the Wolf is dealing in the white sex slavery trade. With a stable of regular customers willing to pay upwards of a quarter of a million dollars, the Wolf makes the buying of another human being possible so that his clients can satisfy their psychotic sexual fantasies.

The story begins with the abduction of a federal judge's wife. Lovely, young and blond, Lizzie Connolly is the mother of two from an upscale section of Atlanta, known as Buckhead. Connolly is taken in front of her daughters in a mall's parking garage. As she is a federal judge's wife, the FBI get involved.

Cross, a recent transplant from the Washington D.C. police department, is assigned to the case because of his knowledge and knack for solving cases of this nature. However, the importance of the case has Cross feeling a little intimidated. Not only is he new to the FBI, but he is also striving to have a "normal" family life by spending more time with his kids and new girlfriend.

Following Lizzie's kidnapping; others are abducted as well. Audrey Meek is next, a highly successful, celebrity clothing designer. A young man by the name of Benjamin Coffey is abducted as well. These abductions follow the same pattern as Lizzie Connolly's. Taken by a man and woman in broad daylight with little regard to witnesses, no ransom is demanded and there is no obvious motive.

The Wolf and his small circle of clients meet regularly in a private chat room where they place orders and chat about their taste. A big break in the case is provided when a fourteen year-old girl hacks into the chat room. Audrey Meek is then released and leads agents to the art director who had been holding her captive. Unfortunately, he commits suicide before providing any information.

As the case heats up, Cross begins struggling to keep his home life stable. The mother of his youngest son starts proceedings to gain full custody. Cross's girlfriend Jamilla lives in San Francisco. Cross relies on his grandmother to help him care for his children.

Following the fourteen year-old girl's report, the FBI begins monitoring chat rooms when they get their next break. It leads them to Dr. Homer Taylor, an English professor. It turns out that he is Mr. Potter, the man who bought Benjamin Coffey and another young college student Francis Deegan, who is later found alive. Potter becomes an informant and leads agents to Lawrence Lipton, the "money man" and a very wealthy, influential resident of Dallas. Lipton then leads agents to Pasha Sorokin, the man the FBI believes to be the Wolf. Cross and his team stage a sting at Sorokin's Florida mansion where they find Lizzie Connolly alive. A chase with Sorokin ensues, but when he is finally caught, he claims not to be the Wolf.

Sorokin leads the FBI to the last of the Wolf's clients, known as the Sphinx. Surprisingly, it turns out to be Lizzie Connolly's husband. Mr. Connolly had sold his own wife into captivity. Cross is disgusted and treats the judge accordingly. The agents are then given another lead that allows them to capture the Wolf's chief rival. Although many unsavory characters are brought to justice, Cross still wants the Wolf. As his hunt for the Wolf continues, the Wolf assassinates Sorokin by shooting a rocket launcher into the van transporting him to trial.