As a fascist, General Franco’s sympathies naturally leaned more towards the Axis powers. But Spain remained determinedly neutral. Early in the war Franco despatched the Blue Division, Spanish troops who served on the Eastern front. Yet he also let numerous Jewish refugees pass through Spain, and in the winter of 1944 Spanish diplomats in Budapest saved thousands of Jews by issuing them with protection papers.

Into this whirlpool steps Peter Cotton, a British spy sent to arrest a colleague, Ronald May, an agent-turned-rogue, and close down his operation in Cadiz. Cotton speaks fluent Spanish, albeit with a posh Mexican accent, learnt as a child in Central America. Language helps, but not enough to navigate the powerful undertows pulling the country in opposite directions as the war draws to a close. When Cotton arrives May is already dead, his body fished out from the sea. Did he jump or was he pushed? Cotton’s colleague Henderson, a dullard and paper stamper, is no help at all. Ramírez, the charming chameleon who serves as the local police chief, has all sorts of information to trade, but his own agenda, or agendas, to pursue. A pretty Irish governess and a glacial Teutonic blonde all add merrily to the mix.

A little more menace would be welcome, but Aly Monroe knows her Spain and wears her learning lightly. Her writing is skilful and evocative, with hints of Alan Furst. Wartime Cadiz itself is brilliantly drawn: the creaking social formalities of the war-weary Spanish bourgeoisie; the heavy silence of the fascist-era siesta and the endless shabby grind of the dictatorship. And overlaying everything, the heat and dust of a late Spanish summer. “The Maze of Cadiz” is a stylish and impressive debut. Peter Cotton will be back; this is just the first in a planned series.

The Maze of Cadiz.By Aly Monroe. John Murray; 294 pages; £16.99

© The Economist Newspaper Limited 2008