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Love is a core theme of "The Lady with the Dog." At first, the protagonist, Gurov, is very skeptical of the power of love. "Bitter experience," he muses at the start of the story, has taught him that intimate relationships become complicated and even "unbearable" over time. His pursuit of Anna is purely cynical; he desires a "simple and amusing" pastime with which to amuse himself.

Over the course of the text, Gurov falls in love with Anna. The experience of falling in love is depicted as a transcendent event. While sitting with Anna one early morning, overlooking the Yalta coast, Gurov marvels at how "everything is beautiful in this world." The former cynic has been transformed by the experience of sitting next to the woman he loves. Later in the text, he realizes that Anna has become the central figure in his world. She is "his sorrow and his joy, the one happiness he desired for himself." By depicting such a dramatic transformation in the protagonist of his story, Chekhov argues that love has the power to render the ordinary sublime and to make everything beautiful.