Annemarie Johansen - Annemarie is the protagonist of the story. She lives in Copenhagen, Denmark with her mother, father, and younger sister Kristi. Annemarie's best friend is Ellen, the girl who lives next door. Annemarie is ten years old. She is tall and unusually thoughtful for her age. She is very aware of the limitations the war has put on her family's daily existence. Annemarie's five-year-old sister Kristi is oblivious to the war, which only makes Annemarie more conscious of the changes in her life. Annemarie looks up to her parents and Peter Nielsen, her dead sister Lisa’s ex-fiancé. She also greatly admires King Christina X, the king of Demark. In all of these people Annemarie recognizes bravery and wishes that she could be brave as those she admires. The events of Annemarie's life finally bring her to the realization that her fear does not prevent her from being brave, too.
Ellen Rosen - Annemarie’s schoolmate and best friend, she is Jewish. An only child, Ellen is very studious and more serious than her best friend. Ellen wants to be an actress and she had the main role in the school drama. Ellen is always enlivening the paper doll games she and Annemarie play. To Ellen, the events of the war are terrifying. In her fear, Ellen looks to Annemarie for sisterly comfort.
Mrs. Johansen - Annemarie’s mother, she is a strong and determined woman, firm but warm with her children. Mrs. Johansen willingly risks her life to help Ellen and the Rosen’s to escape the Nazis. She manages to keep up the spirits of the girls, even when there is danger, by telling stories. Her calm childhood by the sea is very different from the one her daughters are living.
Peter Nielsen - Part of the Resistance movement, he was engaged to Lisa Johansen, the oldest of the Johansen's three daughters, before she died. He visits the Johansen family occasionally, bringing them news and gifts. Annemarie thinks of him as her "almost-brother." Peter is the effective leader of the plan to get the Rosen’s to safety. His stoic bravery makes him seem older than his twenty years.
Kirsten Johansen - Annemarie’s younger sister, she is five years old and a feisty, chatty girl. Completely unafraid of German soldiers and death, Kristi is the embodiment of blissful innocence. She loves stories about kings and queens and is constantly turning the surrealistic aspects of war into the fantasy of fairy tales.