Preliminary Report of a Journey of Archaeological and Topographical Exploration in Chinese Turkestan. London, Eyre and Spottiswoode, 1901.
Sand-buried Ruins of Khotan. Personal Narrative of a Journey of Archaeological and Geographical Exploration in Chinese Turkestan. London, T. Fisher Unwin, 1903. [Second edition, London, Hurst and Blackett, 1904.]
Ancient Khotan. Detailed Report of Archaeological Explorations in Chinese Turkestan. Volumes I-II. Oxford, Clarendon Press, 1907.
Ruins of Desert Cathay. Personal Narrative of Explorations in Central Asia and Westernmost China. Volumes I-II. London, Macmillan and Co., 1912.
Serindia. Detailed Report of Explorations in Central Asia and Westernmost China. Volumes I-V. Oxford, Clarendon Press, 1921.
Innermost Asia. Detailed Report of Explorations in Central Asia, Kan-su and Eastern Iran. Volumes I-IV. Oxford, Clarendon Press, 1928.