Circus of the Damned continues the adventures of Anita Blake. Anita simultaneously attempts to solve a series of murders by an unknown vampire pack, fend off the advances of her would be vampire master, Jean-Claude and deal with various people and creatures who wish her to reveal Jean-Claude's identity and location. As with its predecessors, Circus of the Damned blends elements of supernatural, hardboiled detective, and police procedural fiction.

Within the novel, the "Circus of the Damned" is the name of a supernatural circus that operated by Jean-Claude and serves as one of the main locations within the book. Hamilton employed the practice of titling the novels after a location within each novel for most of the books in the series.