Sports and Politics under an Eastern Sky (Blackwood, 1902)
A Wandering Student in the Far East (Blackwood, 1908)
India: An Eastern Miscellany (Edinburgh & London: William Blackwood, 1911)
Tour of his Excellency The Right Honourable Lawrence John Lumley Dundas, Earl of Ronaldshay, Governor of Bengal (Dacca, 1917-1919)
Speeches Delivered by His Excellency the Right Honourable Lawrence John Lumley Dundas, Earl of Ronaldshay Governor of Bengal during 1919-20 (Calcutta: Private Secretary Press, 1920)
Lands of the Thunderbolt: Sikhim, Chimbi and Buthan (Constable & Co., 1923)
India: A Bird's Eye View (London: Constable and Co., 1924)
The Heart of Aryavarta: A study of the psychology of Indian Unrest (London: Constable & Co., 1925)
The Life of Lord Curzon: Being the Authorized Biography of George Nathaniel Marquess Curzon of Kedlestone KG, 3 Vols. (London: Ernest Benn, 1928)
Great Britain and India (Birmingham and Midland Institute: Presdiential Addresses, 1930)
Lord Cromer: Being the Authorized Life of Evelyn Baring First Earl of Cromer (London: Hodder and Stoughton, 1932)
Steps towards Indian Home Rule (London: Hutchinson, 1935)
India: Retrospect and Prospect (Nottingham, 1935)
'Essayez': The Memoires of Lawrence, Second Marquess of Zetland (London: John Murray, 1956)