The Sphinx tells the story of Ana, an aspiring standup comedian in Montréal. During an open mic night, she encounters an unexpected visitor: her estranged father, Soroush, who has traveled from Iran to see her. Struggling to connect with a daughter he barely knows and has never met before, Soroush decides the only way to open up to her and share a family secret is through the open mic stage. There, he confesses the truth that led to his separation from Ana’s mother.