Zeus and Roxanne is a family film about the friendship that develops between a dog and a dolphin. Mary Beth (Kathleen Quinlan) is a researcher in Florida who has established a relationship with Roxanne, a dolphin who has lived most of her life with humans. Zeus is the rambunctious pet of Jordan (Miko Hughes), a young boy who moves in opposite Mary Beth and her two daughters (Majandra Delfino and Jessica Howell). His father Terry (Steve Guttenberg) is a musician.

When Mary Beth sees that Roxanne and Zeus are able to communicate with each other, she immediately applies for a grant to investigate interspecies communication. Dr. Claude Carver (Arnold Vosloo), a rival, sets out to hinder her research.

Zeus and Roxanne, directed by George Miller, shows how the spontaneity and playfulness of animals can engender the same qualities in humans. In this case, the dolphin and the dog serve as matchmakers for Mary Beth and Terry. The animal antics in this delightful film convey the connections in the universe which bring the spiritual practices of sharing and caring to the fore.