The film anticipates the hostilities of the second world war but still set before Britain declared war on Germany. Film star Jack Millett (Jack Hulbert) is tapped to spy for England by Sir Jeffrey Arlington (Cecil Parker.) He is tasked to recover a secret carburetor stolen by enemy agents.
His wife Kay Millett (Cicely Courtneidge) thinks that Jack is having an affair with his glamorous co-star in the movie they are making because of his suspicious behaviour. Kay decides to help him when she finds out what he really is up to for the British secret service.
Under Your Hat is a pacy musical-dance caper with plenty of silliness and a few nifty moves. It is just meant to be simple entertainment with two stars who were known for musical theatre.
The humour has rather aged, it does not come across as funny. It really is a British version of The Thin Man with lesser stars and budget. Hulbert is rather agile as a dancer and seems to be a natural at light comedy but Courtneidge makes the film heavy going.