Marie Bens, Corynne Charbit, the daughter of a CEO, is kidnapped during a vacation in Puerto Vallarta. The police investigation yields no results, so her father hires Campana, Gérard Depardieu, a towering private detective who specializes in disappearances, who spends a month in Mexico without finding a single lead. Desperate, Mr. Bens accepts a rather original idea from Meyer, André Valardy, the company psychologist: Campana is too "normal" to find Marie. The only way to succeed would be to send someone who shares her most notable trait: incredible bad luck. Meyer identifies François Perrin, Pierre Richard, an accountant whose life has become an endless series of mishaps. To illustrate his point, the psychologist conducts an impromptu test: Perrin sits at a large table with many empty chairs, hesitates, and then chooses the one that is broken, causing him to topple. Feeling he has nothing to lose, Mr. Bens asks Perrin to take over the investigation, giving him carte blanche and promising the detective's help. Despite his initial reluctance, Campana eventually agrees to set off with Perrin, who takes his new role with utmost seriousness.
Perrin's misadventures begin the moment they arrive at Orly airport and continue to multiply in Mexico, much to Campana's exasperation at having such an unlikely sidekick. Yet these accumulating setbacks fortuitously put them on the trail of Marie Bens' kidnapper, a man named Juan Arbal. Jorge Luke plays Arbal, a figure who is shot dead by his own gang to prevent him from talking. The two Frenchmen are arrested by the local police, who mistake them for the killers, and Campana suffers a beating, beginning to fear he has been "contaminated" by Perrin's ill fortune. Once they regain their freedom, they help to arrest Fernando, Jorge Russek, the gang's leader. He admits he doesn't know the fate of the captive, explaining that the small plane transporting her to a hideout vanished over the rainswamp, which explains the lack of a ransom demand.
With the Bens girl presumed dead, Campana wants to abandon the search, but Meyer convinces everyone to try one last gamble: put Perrin on a plane and fly him over the jungle. Yet another twist of fate forces the plane to make an emergency landing in the middle of nowhere. Disturbed by the developments, Campana agrees to continue exploring the forest by Jeep, following Perrin’s intuitive leads. However, they soon find themselves hopelessly lost, the fuel tank running dry. Frustrated and tired of taking orders from Perrin, Campana reveals to the accountant that he is not really in charge but just a "goat," serving as bait for bad luck. The two men come to blows, but Perrin inadvertently knocks himself out and slips into a coma. Rescued by locals, they are taken to a mission for Perrin to receive care. The detective takes the opportunity to call Meyer and tell him he is definitively halting the search. Meanwhile, in the infirmary, Perrin wakes up next to another patient, also shot in the head, who turns out to be Marie Bens. Disoriented, the two walk hand in hand toward a pontoon bridge on the river. The dock collapses, and they drift away, watched in astonishment by Campana.