* The Chinese Girl (1905)
* A Virgin Widow (1907)
* Youngest of the Family (1909)
* Felicia's Friendship (1910)
* Lord of Manor Lane (1912)
* Blue Peter (1914)
* Cecil the Rake (1916)
* Jack London's 'Burning Daylight' (1920)
* The Last Adventure (1922)
*The Flight of the Wren (1923)
Short-Story Collections
* Stories from the Chinese (1903)
* The Gay Dog: Some Stories of Him and His Friends (1910)
* Out of the Depths (1912)
* Stories from the African Veld (1913)
* Men of the Dark: Stories of the Boer War (1915)
* Big Horse's Flight: Stories from Eastern Europe and the Near East (1917)
* The Blue Blood: Stories of the War with Germany (1918)
* The Golden Feather: Stories of Mystery and Romance (1919)
* The Wild Red Deer (1919)
* Jackals of the Trail (1921)
* Love and Life: Stories of the Open Road (1922)
* The Great Lie (1923)
* The Secret of the Forest (1924)
* The Mystery of the Black Falcon (1925)
* The Curse of the Sacred Sapphire (1925)
* The Treasure of the Golden Phoenix (1925)
* The Drums of Doom (1925)
* The Valley of the Lost Souls (1925)
* The Shadow of the Dragon (1925)
* The Perils of Pauline (1925)
Biography
* Cecil Rhodes : A Study of a Career (1901)
* Hezekiah Linthicum : A Memoir (1905)
* John Stuart Mill: A Biographical Sketch (1910)
* Bishop Colenso: Pioneer in South Africa (1912)
* David Livingstone: A Biography (1920)
* The Life of Bishop Hannington (1922)
* Robert Mugabe: A Life of Power (2004)
Travel
* Borneo Jungle Wanderings (1911)
* African Jungle Wanderings (1912)
* South American Jungle Wanderings (1913)
* The Heart of Africa (1914)
* The Land of the Black Mountain (1915)
* The Land of the Rising Sun (1916)
* The Land of the Southern Cross (1917)
* The Land of the Incas (1918)
* The Land of the Golden East (1919)
* The Land of the Lost Tribes (1920)
* The Land of the Sacred Cow (1921)
* The Land of the Hidden Empire (1922)
* The Land of the Midnight Sun (1923)
* The Land of the Thousand Lakes (1924)
* The Land of the Fiords (1925)
History
* South African History: A Short Outline for Schools and Colleges (1905)
* The History of South Africa (1906)
* The Great Trek: A History of the South African Pioneers (1908)
* The Boer War: A History of the South African War of 1899-1902 (1911)
* The British Empire: A History (1912)
* The French Revolution: A History (1914)
* The American Civil War: A History (1916)
* The First World War: A History (1919)
* The Russian Revolution: A History (1920)
* The Second World War: A History (1922)
* The Cold War: A History (1924)
* The Vietnam War: A History (1925)
* The Gulf War: A History (1925)