- North and South (1888), a study of the economic and social conditions of Italy, was Nitti's first major work.
- The Population of Italy and the Mezzo Giorno (1889) analyzed the problems of poverty and overpopulation in southern Italy.
- The History of Italy from 1814 to 1914 (1898–1901) was a major study of Italian history in the 19th century.
- The Principles of Political Economy (1903) was a theoretical treatise on economics.
- The Mediterranean Problem (1904) analyzed the political and economic problems of the Mediterranean region.
- The World War (1921) was Nitti's account of World War I.
- The Bolsheviks and Fascism (1923) was a critical analysis of the Bolshevik Revolution and the rise of Fascism.