In The Cold before the Dawn we follow Sammy, a young man whose profession is unknown. The film begins with his discovery of a dead prostitute, Mia, who he was once in a relationship with. Sammy returns to his home, visibly shaken by his discovery. He is visited by Val, a friend of Mia, who asks Sammy to help find Mia's killer. She is convinced that a man called 'Heavy Breath' is involved and suggests that he visit Mia's brother, a drug dealer called Banks. Sammy visits Banks but is warned not to continue his investigation. Ignoring this, Sammy breaks in to Mia's flat and finds her diary, which reveals that Heavy Breath was a drug dealer who systematically drugged and raped her, eventually killing her when she tried to run away. Sammy meets with Val, passing on the diary to her. As she walks away, she is confronted by a figure in a gas mask. Val gives the diary to the figure, who attacks Sammy and reveals himself as Banks.