The Bullet That Missed is the third novel in the Thursday Murder Club series. In the first installment, The Thursday Murder Club, the club has four members: Elizabeth, Ron, Ibrahim, and Joyce. Another founding member of the club, Penny, a former police officer, slipped into a coma and was never able to rejoin the group. The group begins by investigating unsolved murders from Penny’s files. The Thursday Murder Club meets in the Jigsaw Room of Coopers Chase, the retirement community where the main characters of the novels reside throughout the series.

All installments of the series include diary entries by Joyce and perspectives of multiple characters. Joyce is introduced in the first novel as a widow, retired nurse, and mother of Joanna. The detective story she writes in The Bullet That Missed references the case from The Thursday Murder Club. The three corpses in Joyce’s story refer to the three murder victims and three people in a photograph that is left at the crime scene.

Joyce and Elizabeth are set up as having contrasting personalities in the first two books: Joyce is warm and emotional while Elizabeth is cold and calculating. Because she was once a spy, Elizabeth starts off in a leadership role in the club and maintains this role throughout the series.