Cal Clagg lives in Kettle Moraine, Wisconsin, where his family runs the state's largest kennel operation. He works as a dog trainer. During a celebration for a championship win with a client, the family pet wolf, Gray, kills a champion boxer dog named Bo. The dog's owner demands Gray be euthanized, sparking a fierce conflict.

Years earlier, when his son was eight, Cal found a wolf pup whose mother had died. He initially planned to sell the pup to a friend but the family chose to adopt it instead. They named the wolf Gray and worked to train it not to harm other animals. As Gray grew, its fur turned white.

After the killing, Gray escapes into the nearby forest. Cal's son, Russet, runs after the wolf. Authorities, led by the aggrieved owner, form a hunting party under the assumption the wolf killed the boy and intend to kill Gray. When Russet returns home with Gray that night, he proposes leading the wolf north to the safety of Nicolet National Forest. Cal and his wife reluctantly agree.

Cal supplies his son with gear for the journey, including a map. He voices concern for Russet's safety but recognizes his son's determination. When vehicles approach the house, likely the hunting party, Cal creates a diversion so Russet and Gray can leave unseen.

Later, Russet calls his parents from a town along his route to report his progress, keeping Cal connected to the unfolding journey.