- Dictionary of the Khazars, novel, (Knopf, New York, 1988; Hamish Hamilton, London, 1989; Penguin, London, 1989; Reader's Club, London, 1989; Vintage International, New York, 1989; Book of the Monte Club, New York, 1990; Dereta, Belgrade, 1996; e-book, Stockholm, 2005)
- For Ever and a Day, play (Dereta, Belgrade, 1997)
- Landscape Painted with Tea, novel, (Knopf, New York, 1990; Vintage International, New York, 1990; Hamish Hamilton, London, 1991; Penguin, London, 1992)
- Last Love in Constantinople, novel (Peter Owen Publishers, London, 1998; Dufour Editions, Pennsylvania, USA, 1999)
- The Inner Side of the Wind, novel (Knopf, New York, 1993; Vintage International, New York, 1993; Dereta, Belgrade, 1998)
- The Tale That Killed Emily Knorr, novel (Dereta, Belgrade, 2005)
- Third Argument - graphic novel by Zoran Tucic and Zoran Stefanovic, based on the writings of Milorad Pavic (Bata-Orbis, Belgrade-Limasol, 1995; Heavy Metal Magazine, New York, 1998/1999/2000)
- Unique Item, (Dereta, Belgrade, 2005)
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