Michael Keaton makes his directorial debut with this modest, deliberately-paced but quietly affecting little film, in which he plays a suicidal hit-man who becomes a protector to a woman in hiding from her abusive husband. “The Merry Gentleman” isn’t the sort of picture that grabs you from the start, but the tale of two loners who find one another gradually grows on you.

Ron Lazzaretti’s script begins with a prologue in which Kate Frazier (Kelly Macdonald) leaves her husband, policeman Michael (Bobby Cannavale), after he’s beaten her. Travelling to Chicago, she takes a job as a receptionist, and leaving work one night, she looks upward into the falling snow and sees a man on the roof of the building across the street, apparently on the verge of jumping. When she screams, however, he falls back.

Unbeknownst to her, however, the man was Frank Logan (Keaton), a killer who’d just completed his latest contract—shooting a fellow with a high-powered rifle—but suffering from a bad cough and apparently ready to cash in his own chips as well. Apparently concerned that she might be able to identify him, Frank shows up at her apartment just in time to help her carry in an oversized Christmas tree she’s impulsively bought. But from there the two develop a subdued romantic relationship, especially after she takes him to the hospital after he collapses with a bad case of pneumonia.

Lazzaretti adds some nice grace notes to this central narrative. One involves Dave Murcheson (Tom Bastounes), a cop who questions Kate about what she saw on the night of the murder. He’s looking for romance, too, and tries, in a fumbling way, to interest her in him; in the process, he grows suspicious of Logan—who plies a legal trade as a tailor in a men’s store—until the man who hired Frank to do the job winds up dead, an apparent suicide. And there’s some alternately amusing and vaguely unsettling material centered on Kate’s experiences at her job, from her conversations with friendly fellow receptionist Diane (Darlene Hunt) to a Christmas party where she’s the target of unwanted advances from some of the executives.

But the focus remains on Kate and Frank, who continue their low-key courtship until Michael unexpectedly shows up, a born-again fanatic who repents profusely and asks his wife to come back to him. That leads to a denouement that offers a resolution of sorts, although the picture ends on a deliberately ambiguous note.

This isn’t exactly the most credible of stories, and its mixture of light and darkness doesn’t gel comfortably. But it benefits from the atmospheric mood that Keaton and cinematographer Chris Seager bring to it, and from Macdonald’s performance, which adds ample warmth and humor, as well as genuine vulnerability, to the potentially stock character of a damsel-in-distress. Keaton wisely defers to her for the most part, preferring to downplay the grimmer aspects of Logan’s occupation, but he gives a wide berth to Cannavale in his big last-act scene. He also elicits a winning turn from Bastounes (one of the producers) as the rumpled detective with an unrequited yen for affection.

There have been so many movies about hit-men in recent years that you might think it was one of the commonest professions in the country. “The Merry Gentleman” isn’t the best of them, but its aim is more often on target than not.