A Wednesday! is an action thriller drama movie set in Mumbai where a retired police commissioner Prakash Rathod (Anupam Kher) recalls one of the most challenging cases of his career. He is informed about a bomb scare by an unnamed man (Naseeruddin Shah), who demands the release of four militants. The police team involved in the intelligence research and surveillance is immediately alerted. The movie follows the events of the day, where police try their best to locate the man, and also four militants demanded by the caller are rounded up by police officers. Will this commoner be finally caught by the police or will he succeed in his deeds?