Peter Cheyney is perhaps best known for his short stories and novels about agent/detective Lemmy Caution. Caution was first portrayed as a Federal Bureau of Investigation (FBI) agent, and in later stories as a private detective.

Another popular creation was the private detective Slim Callaghan who also appeared in a series of novels and subsequent film adaptations. He was constructed as a British response to the more hardboiled detectives of American fiction such as Sam Spade and Philip Marlowe.

A meticulous researcher, Cheyney kept a massive set of files on criminal activity in London, but these were destroyed during the Blitz in 1941; he however, soon began to replace his collection of clippings. He dictated his work. Typically he would "act out" his stories for his secretary, Miss Sprauge, who would copy them down in shorthand and type them up later…

Lemmy Caution Books
This Man Is Dangerous
Poison Ivy
Dames Don't Care
Can Ladies Kill?
Don't Get Me Wrong
You'd Be Surprised
Your Deal, My Lovely
Never A Dull Moment
You Can Always Duck

Slim Callaghan Books
The Urgent Hangman
Dangerous Curves
You Can't Keep The Change
It Couldn't Matter Less
Sorry You've Been Troubled
Calling mr. Callaghan

Dark Novels
Dark Duet
The Stars Are Dark
The Dark Street
Dark Hero
Dark Bahama

Lost Novels
Death Chair
The Gold Kimono
The Sign On The Roof
The Vengeance Of Hop Fi

Other Novels
Ladies Won't Wait
The Curiosity Of Etienne Macgregor
The Deadly Fresco
Dressed To Kill

Short Fiction
The Alonzo Mactavish Omnibus
Lemmy Caution Stories
Slim Callaghan Stories
Other Stories