After Harry T. Collier, a beloved commissioner of Indian Affairs, is murdered in late March during the1880s, Captain Apache, an Indian graduate of West Point, is assigned by the army to investigate the crime. Suspecting that O.J., the sheriff of a town bordering the reservation may be involved in the killing, Apache travels there and finds the sheriff dining with his mistress Maude at the Paradise Saloon. Before Apache can question him, however, O.J. abruptly departs and rides out of town with Apache in pursuit. When Apache apprehends him, O.J. swears that he did not kill Collier and relates that the agent's dying words were "April Morning." Meanwhile, Griffin, a wealthy landowner and six of his henchman deliver guns across the border to a corrupt Mexican general who is bent on overtaking the province by force. When Griffin then demands that the general now "fulfill his part of the bargain," the general orders him killed, unaware that his lieutenant, Sanchez is in Griffin's employ. Rather than killing Griffin, Sanchez shoots the general, and after promoting himself to the post, promises Griffin that he will cross the border in time for "April Morning." When O.J. is found murdered, Apache questions Maude, who reveals that O.J. traveled to a Mexican cantina monthly. Apache then rides to the cantina, where he is met by a cavalry patrol led by Sgt. O'Rourke. Upon learning that the cantina owner has recently been killed, Apache demands that the man's widow, Rosita, take him to Rodriguez, her husband's employer. Rosita then introduces Apache to a Mexican sergeant who allegedly knows where Rodriguez can be found. Unaware that the sergeant is Rodriguez disguised as a soldier, Apache follows him to a church where the priest claims that Rodriguez has claimed sanctuary and is therefore immune to the law. To gain access to the church, Apache purchases a coffin and has it delivered to the sanctuary, but when the undertaker informs Rodriguez that Apache is hiding inside the coffin, Rodriguez arranges for the coffin to be buried after a hasty funeral. When the priest, who is actually one of Rodriguez's cohorts posing as a cleric, returns to the church, he finds Apache waiting for him there. After Apache forces the priest to reveal that Collier was killed because he knew about "April Morning," Apache casually suggests that the coffin be unearthed. Inside is Rodriguez, who once rescued, shoots the priest. With his leads exhausted, Apache tracks down the Indians under Collier's jurisdiction, who although they are innocent of killing the agent, have gone into hiding for fear that they will be blamed for his death. Before answering his questions, the Indians demand that Apache remove his uniform. Once he strips to his loincloth, however, they refuse to let him leave, fearing that he will disclose their hiding place. Rescued by Moon and Snake, two Indians who work for Griffin, Apache is taken back to the Paradise, where Griffin demands to be told the meaning of "April Morning." After Apache convinces him that he does not know the significance of the phrase, Griffin offers to frame Snake and Moon for Collier's murder. Their conversation is interrupted by J. P. Soams, who claims that he came from Tucson after receiving a message about "April Morning." When Soams refuses to divulge the meaning of the term, Griffin kills him. Later, Maude, who has become attracted to Apache, tells him that Freddy, the town's telegraph operator, sent for Soams. Meanwhile, at the telegraph office, Moon and Snake have murdered Freddy to prevent him from talking, and when they encounter Apache on his way there, they drug him, hoping that in his drug-induced state he will reveal the meaning of Collier's last words. Instead, Apache envisions that Collier was killed by O. J. and his deputies. After being revived by Moon and Snake, Apache escapes, and when Moon and Snake pursue him, he kills them both. When the deputies discover that Apache intends to arrest them for murder, they ride across to the border to ask for Sanchez's help, but Sanchez, who is afraid the deputies will reveal the circumstances of Collier's death, kills them instead. Apache, who has secretly followed them, witnesses the murder and wonders why Sanchez wanted them dead. Apache then returns to Paradise, arriving on the last night of March. Soon after, Gen. Ryland arrives and congratulates Apache for solving Collier's murder. When Apache informs the general that the meaning of Collier's last words is still unknown, Ryland dismisses his concerns and grants him leave. Determined to unravel the mystery, Apache proceeds to the telegraph office in order to investigate. He finds O'Rourke guarding the office, and after knocking him out, finds a telegram addressed to Maude hidden in O'Rourke's pocket. When Apache shows Maude the telegram, containing the message "April morning on schedule," Maude claims that she never received a copy, but if she had, she would have passed it along to Griffin. Later that night, Apache follows Griffin as he boards a train bound for Tucson. Also on the train are Maude, O'Rourke, Rodriguez, Rosita, Sanchez and Ryland. When the train stops to add a private car, Apache spots Sanchez riding away with his band of Mexicans dressed as Indians and discovers that the name painted on the car is "April Morning." After the train continues on its journey, Apache discovers that the passengers have debarked and sees a headline on an abandoned newspaper reporting that President Ulysses S. Grant is touring the Southwest. When O'Rourke unexpectedly attacks Apache, Apache kills him, then climbs across the top of the train and looks down into the private car, where he sees Ryland with several distinguished looking gentlemen. Apache climbs into the car, and after Ryland admits that Grant is on the train, Apache surmises that Griffin arranged for the Mexicans to assassinate the president and place the blame on the Indians, and that Collier was murdered because he uncovered the plot. Ryland, who is in on the assassination attempt, then tries to kill Apache, but is shot by Maude, who has turned against Griffin. Maude takes Apache to the car where Griffin and his henchman are donning Indian clothing. In the ensuing fight, Apache kills Griffin and several of his henchmen but collapses before he can fend off the attack by Sanchez and his men. The bandits are surprised, however, when the door of a baggage car slides open and soldiers concealed inside the car begin to fire their Gatling guns, forcing Sanchez to surrender. Upon reviving, Apache learns that Grant, aware that there would be an attempt on his life, remained in Tucson while a decoy took his place on the train. Collier's replacement then explains that once the Indians were blamed for Grant's assassination, Griffin intended to buy up all their reservation land at bargain prices.