- 1899 "Dogged" (short story, ascribed to H. H. M., in St. Paul's, 18 February)
- 1900 The Rise of the Russian Empire (history)
- 1902 "The Woman Who Never Should" (political sketch in The Westminster Gazette, 22 July)
- 1902 The Not So Stories (political sketches in The Westminster Annual)
- 1902 The Westminster Alice (political sketches with illustrations by F. Carruthers Gould)
- 1904 Reginald (short stories)
- 1910 Reginald in Russia (short stories)
- 1911 The Chronicles of Clovis (short stories)
- 1912 The Unbearable Bassington (novel)
- 1913 When William Came (novel)
- 1914 Beasts and Super-Beasts (short stories, including "The Lumber-Room")
- 1914 "The East Wing" (short story, in Lucas's Annual / Methuen's Annual)
- Posthumous publications
- 1919 The Toys of Peace (short stories)
- 1924 The Square Egg and Other Sketches (short stories)
- 1924 The Watched Pot (play, co-authored with Charles Maude)
- 1926–27 The Works of Saki (8 volumes)
- 1930 The Complete Short Stories of Saki
- 1933 The Complete Novels and Plays of Saki (including The Westminster Alice)
- 1934 The Miracle-Merchant (in One-Act Plays for Stage and Study 8)
- 1950 The Best of Saki (edited by Graham Greene)
- 1963 The Bodley Head Saki
- 1976 The Complete Saki
- 1976 Short Stories (edited by John Letts)
- 1981 Six previously uncollected stories in Saki, a biography by A. J. Langguth
- 1988 Saki: The Complete Saki[18]
- 1995 The Secret Sin of Septimus Brope, and Other Stories
- 2006 A Shot in the Dark (a compilation of 15 uncollected stories)
- 2010 Improper Stories, Daunt Books (18 short stories)
- 2016 Alice Wants to Know (limited edition reprint[19] of the final instalment of The Westminster Alice, originally published in Picture Politics, but not included in the collected edition).
- 2023 A Little Red Book of Wit & Shudders Borderlands Press
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