Chapter I is a statement from Sergeant Cuff's colleague, which explains how he tracked the Indians to the steamer bound for Bombay.
Chapter II is a statement from the Captain of the steamboat, "Bewley Castle." The captain reports that the steamer had been delayed off the coast of India because of overly calm weather. The captain eventually noticed that one of the small rowboats was missing and so were the Indians, who seemed to have rowed ashore. The Captain did not hear of the reason for the Indians' escape until he reached the shore.
Chapter III is a letter from Mr. Murthwaite to Mr. Bruff, dated 1850. Murthwaite has been wandering in India and visited Somnauth, a Hindu shrine. Murthwaite passed himself off as a Hindu-Buddhist from another province and joined many Hindus in watching a ceremony in honor of the moon god. At the ceremony, the three Indians appeared and a spectator explained that they were Brahmins who had "forfeited their caste, in service of the god." That night the three men would be sent to be purified through pilgrimage, each in a different direction, for the rest of their lives. Murthwaite watched as the three Indians parted ways, and the crowd parted for them. After the Indians are out of sight, a curtain draws to reveal the shrine of the god of the Moon with the yellow Moonstone in its forehead. Murthwaite confirms that "the Moonstone looks forth once more, over the walls of the sacred city in which its story first began You have lost sight of it in England, and (if I know anything of this people) you have lost sight of it for ever."