It’s hard not to feel a little bit grubby after watching Amanda Whittington’s play about the last woman in England to be hanged: we are invited into her life in such a way as to make us feel culpable, in a tabloid sort of way. Ruth Ellis (Mrs) shoots her lover four times outside a pub in Hampstead, confesses, and is sentenced to death despite a public outcry. Except, of course, it’s not quite a simple as that. What Whittington, and Director James Dacre, show us over the course of an hour and a half, is how life, abuse and, yes, society, have all conspired to bring Ruth to this point.

Set in 1955, with a fabulous soundtrack of Billie Holiday, Whittington delves into the shady depths of gentlemen’s clubs, and the women who run them and work in them. Ruth (Faye Castelow) is the star attraction of Mrs Shaw’s “respectable” establishment, working as a hostess and a semi-clandestine prostitute to favoured clients, some of whom become lovers. We learn that she’s had a number of pregnancies and abortions, and that she has two children. We also learn that the man with whom she is desperately in love smacks her around; “he only uses his hands and his fists, but I bruise easily”, she says, offering a devastating glimpse into the self-esteem of a woman who has been knocked about physically and metaphorically all her life.

There are some irritating design features, mainly the flash-bulb photo effect which is massively overused, but for the most part Jonathan Fensom’s design conveys just the right mix of opulence and seediness – red velvet drapes and a glitter ball frame the wobbly tables and sticky floor of Mrs Shaw’s club. Mrs Shaw herself, a redoubtable Hilary Tones, finds a nice balance between motherliness and hard-nosed businesswoman, taking her of her “girls” but also expecting them to work hard, whatever the “work” may be. Katie West plays the charwoman, Doris, extremely well, managing to be both timid and desperate for a chance in the spotlight. A large portion of the play is about the women and their relationships, the time they spend together before the club opens and men come along and make life difficult. This would be primarily a play about female friendship and resilience, except that without the off-stage male customers there would be no club and no money.

It’s a well-acted piece, but as I say, it’s hard not to feel that Whittington puts the audience in the position of the voyeur: we know Ruth is, at some point, going to shoot her abusive but much-loved lover, and that she’s going to hang for it, and yet there we are, watching and waiting. When the tabloid reaction to the trial is discussed on stage – The Mirror pays for her defence in exchange for an exlcusive – it’s hard to distance our devouring of her story from the gutter press’s gleeful write-ups. There are moments when The Thrill of Love almost become a more serious version of Chicago – beautiful young women kills for love, sensational trial – but there’s no happy, dancing ending for Ruth. It’s a sad story, and no amount of pernod and dancing to Billie Holiday can cover that up.

The Thrill of Love is at the St James theatre until 4 May. For more information and tickets visit the St James theatre’s website.