Deeping was a prolific writer of short stories, which appeared in such British magazines as "Cassell's", "The Story-Teller", and "The Strand". He also published fiction in several US magazines, including the "Saturday Evening Post" and "Adventure". All of the short stories and serialised novels in US magazines were reprints of works previously published in Britain. Well over 200 of his original short stories and essays that appeared in various British fiction magazines were never seen in book form. Those works are now available in the multi-volume "Lost Stories" collection.