Andy Shayne (Rudy Challenger) is the owner of a loans business in Louisville and tonight he is discussing a problem with his assistant Brick Williams (Austin Stoker), and it's a big concern. Someone is trying to take over his business, someone in the criminal underworld but Andy is refusing to bow to the pressure. Brick tries to reason with him, and eventually leaves, but when he does a group of thugs burst in and start to smash up the place, and Andy too when he tries to stop them. A few days later, his daughter Sheba (Pam Grier), who is a Chicago private detective, gets a telegram from Brick asking her to visit and help out, and she resolves to beat the villains once and for all...
When Sheba (I don't recall anyone calling her "baby", although she is called "a dangerous laydeh" during the theme song) jets into town, she is anxious to get down to business and fend off the gangsters. The police are no help, saying their hands are tied, and Andy begins to consider negotiation with the bad guys. That is until Sheba is almost blown to smithereens by a car bomb planted by the henchmen of Pilot (D'Urville Martin), and then things get serious. Interestingly, Pilot sees it as duty to exploit his fellow African-Americans, yet this line is forgotten about when Sheba starts to track him down.
But not before Andy is killed by some hoods when he tries to stop them shooting up his offices. Well, it wasn't really taking off until a proper revenge motif showed up, and Sheba vows to get her own back with or without the help of Brick, who she is enjoying a blossoming romance with. Early on, she makes a short speech about being a woman having to exist in a man's world, and here she acts like Fred Williamson, blowing away the opposition with gusto. It all boils down to tracking down Pilot, which she does by victimising a small time loan shark (the very entertaining Christopher Joy) which entails sticking his head out the window of his car while it's going through the car wash.
However, once she finds Pilot, she has to go through the exact same plotline again to discover who his boss is, which doesn't play too well for excitement value. In fact, if it weren't for the occasional bursts of bloody violence and strong language Sheba, Baby could act just as well as a feature-length television pilot, and who wouldn't have wanted to tune in to see Grier as a private eye beating the bad guys every week? Well, they wouldn't if the plots had been as predictable as this one, as Sheba boards a yacht holding an exclusive party courtesy of Shark (Dick Merrifield), the real source of the gangsters. What follows is a run of captures, escapes and a man being waterskied to death, which at least has the advantage of novelty, but doesn't stop the film being pretty uninspired overall. Music by Alex Brown and Monk Higgins.