"Grand Prix" covers the world of horse racing, centered around the romance between a male horse jockey and a female horse jockey. Seo Joo-Hee (Kim Tae-Hee) is an ambitious equestrian who loses her beloved horse in a racing accident and also injures her arm. Devastated she quits the sport and travels to Jeju Island. On Jeju Island, Seo Joo-Hee meets fellow equestrian Woo-Seok (Yang Dong-Kun), a former winner of the Japan Cup who is also experienced a similar slump as Seo Joo-Hee. With Woo-Seok's help, Seo Joo-Hee becomes inspired to compete for the Grand Prix Chamionship.