Ricky is researching acts for his show at the club. When the Mertzes come over to go to the movies, Ricky begs off because of the trouble he's having finding particular acts for his "Cavalcade of Show Business" show. He's looking for a ballet dancer and pair of burlesque comics. Lucy, always wanting to get into the act, mentions that she was a ballet dancer in high school. Fred tries to convince Ricky to hire him to no avail. With Ethel playing the piano, Lucy dances around the family in a ballet costume. At the end, Ricky teases her and says no.
At Madame Lemond's ballet studio, Lucy enters wearing a tutu. She tries to fake her way through the exercises to hilarious results. Dismissing the other dancers, Madame Lemond works with Lucy privately. While working at the barre, Lucy get her foot stuck.
Back at the Ricardo apartment, Ethel calls, concerned about Lucy and her sore body. Lucy informs her that she's going to try the burlesque act. She's waiting for a comic to come over a teach her an act. When the comic does come, he's looking for a man but finds Lucy. They go through the bit "Slowly I Turn" leaving Lucy covered in pie and seltzer water. Ethel calls to let Lucy know that Ricky just hired the burlesque comics.
The Mertzes are at the club for the opening night. Hearing that one of the ballet dancers is sick, Ethel rushes to call Lucy and let her know the news, but Lucy thinks that she's coming down to the club to do the burlesque act and appears in her costume. Unwavered, she still joins the dance, but every time she hears Martha, she beats up the other ballet dancers. On her way off stage Lucy throws a pie in Ricky's face.
After the show, Ricky is at home waiting for Lucy, but when Lucy walks into the apartment, a bucket of water dumps on her head. Everything is worked out.