| The Broom of the System | 1986 |
| Infinite Jest | 1996 |
| Collections | |
| Girl With Curious Hair | 1989 |
| Brief Interviews with Hideous Men | 1999 |
| Oblivion: Stories | 2004 |
| Non-Fiction | |
| Signifying Rappers: Rap and Race in the Urban Present (with Mark Costello) | 1990 |
| The Future of Fiction | 1996 |
| A Supposedly Fun Thing I'll Never Do Again | 1997 |
| Shiny Adidas Tracksuits and the Death of a Camp and other Writings from Might Magazine (with Jess Mowry and Glasgow Phillips) | 1998 |
| Up, Simba! 7 Days on the Trail of an Anticandidate | 2000 |
| Everything and More: A Compact History of Infinity | 2003 |
| Consider The Lobster and Other Essays | 2005 |