With careful attention to historical detail, Heyer offers us the comfort of an insular, closed world with clear-cut conventions and rules — London's high society during the Regency. Though much of the entertainment in The Grand Sophy comes from the heroine's pushing at the limits of the acceptable — buying horses and setting up her own stable, dealing in person with bankers and money-lenders, using coarse language (even boxing cant), and engaging in many behaviours then considered masculine — Sophy remains safely within all the important boundaries. Her respectability and essential femininity are never in doubt, except to her ill-wishers, and the foundations of her status in society are never questioned. (Her independence rests on the support of an indulgent father who is conveniently absent except at the beginning and end of the novel.)
What sets Heyer apart from most of her epigones is that she is genuinely clever and funny. In addition to social comedy, she gives us lively repartee, especially when the sparks fly between the heroine and the hero, and splendid caricatures. The Grand Sophy has a memorable supporting cast: the absent-minded poet Augustus Fawnhope, for example, who forgets everything else when the muse seizes him, and Sir Horace's relaxed Spanish fiancée, capable of suggesting to a visitor that they take a siesta together. Plot, historical detail, characters, and dialogue come together to make The Grand Sophy a grand entertainment.