The Philosophy of the Marquise (1899)
The Heart of Penelope (1904)
The Uttermost Farthing (1908)
Love's Revenge (1909)
The Pulse of Life: A Story of a Passing World (1909)
When No Man Pursueth: An Everyday Story (1910)
Mary Pechell (1912)
The Chink in the Armour (1912)
     aka The House of Peril
The End of Her Honeymoon (1913)
The Lodger: A Tale of the London Fog (1913)
Good Old Anna (1915)
The Red Cross Barge (1916)
Told in Gallant Deeds: A Child's History of the War (1917)
The Love and Hatred (1917)
Out of the War (1918)
     aka The Gentleman Anonymous
From Out the Vasty Deep (1920)
The Lonely House (1920)
What Timmy did (1921)
The Terriford Mystery (1924)
Bread of Deceit (1925)
     aka Afterwards
The Chianti Flask (1925)
What Really Happened (1926)
The Story of Ivy (1927)
Thou Shalt Not Kill (1927)
Cressida: No Mystery (1928)
One of Those Ways (1929)
Duchess Laura: Certain days of her life (1929)
     aka The Duchess Intervenes
Letty Lynton (1931)
     aka Dishonoured Lady
Jenny Newstead (1932)
The Reason Why (1932)
Vanderlyn's Adventure (1932)
     aka The House by the Sea
Love is a Flame (1932)
Duchess Laura: Further Days of Her Life (1933)
The Net Is Cast (1933) (writing as Elizabeth Rayner)
Another Man's Wife (1934)
Who Rides On a Tiger (1935)
And Call It Accident (1936)
The Injured Lover (1936)
     aka The Second Key
The Marriage Broker (1937)
     aka Fortune of Bridget Malone
Motive (1938)
     aka Why it Happened
Lizzie Borden: A Study in Conjecture (1939)
Reckless Angel (1939)
The Christine Diamond (1940)
Before the Storm (1941)
Where Love and Friendship Dwelt (1943)
The Labours of Hercules (1943)
What of the Night? (1943)
The Merry Wives of Westminster (1946)
A Passing World (1948)

The Art of Photography: Interview with Mr. H. Hay Herschel Cameron (1897)
H.R.H., the Prince of Wales: An Account of His Career, Including His Birth, Education, Travels, Marriage And Home Life (1898)
His Most Gracious Majesty, King Edward VII (1901)
Edmond and Jules De Goncourt: With Letters, And Leaves from Their Journals (1925)
I, Too, Have Lived in Arcadia (1941)
The young Hilaire Belloc (1956) (see Hilaire Belloc)
Diaries and Letters, 1911-47 (1971)