The standard take on "The Killers" is that it is a typical "loss of innocence" story. Nick Adams, a main character and frequent protagonist in Hemingway’s short stories, experiences evil in the world and is a different person at the close than he was at the start. In this tale, it is experience that jades and hardens, as evidenced by the older characters who are unfazed even by an attempted mob murder. Innocence, then, has more to do with naïveté than anything else.
Despite popular opinion, "The Killers" is not about the loss of innocence. Nick Adams is already jaded when the story begins.