The Red House Mystery by A. A. Milne
It's a shame Milne only wrote one mystery. The Red House Mystery is clever and funny and charming.
From the dedication:
Our amateur sleuth is Antony Gillingham. He stops at The Red House to visit his friend, Bill Beverly, but as he gets there he finds a frantic man banging on the door of a locked room, trying to get in. Antony and the man run to the back of the house and break in the window, finding a dead man, shot. The man who was breaking into the room was Mr. Cayley, cousin and assistant to Mark Ablett, owner of The Red House. The dead man is Mark's brother, Robert, newly arrived from Australia. Mark himself is missing.
Antony is an outsider at The Red House, but allowed free reign that the detectives don't have. The mystery is well-done, the clues make sense. I knew who the killer was, but not the hows and whys until the end. The characters are...