As a writer Brady has been compared to Jack London, John Steinbeck and Angela Carter amongst others. She is the author of short stories, articles, reviews, a highly acclaimed autobiography, Prologue (The Unmaking of a Dancer in the US), a fictionalised account of a US medical scandal, Death Comes for Peter Pan, and a best-selling novel, The Émigré. In 2001, she represented England at the Centenary of the Nobel Peace Prize.

Her latest book Bleedout marks a change in direction; it is a thriller that has been brought out simultaneously in the US and the UK. Foreign editions so far include Germany, Italy, Spain, Japan, the Netherlands and Poland.

She lives in Oxford, where she is writing a sequel to Bleedout for Simon & Schuster in the UK and the USA.