At the request of publisher Ernest Hecht, he began writing gothic romance and adventure novels under the pen name of Madeleine Brent. The novels are not a series, but feature a variety of strong female protagonists. They are written in first person, take place in the late Victorian era, and although every protagonist has connections to England, part of each book is set in various locations around the world—including China, Australia, Afghanistan, and Mexico. In 2001, O'Donnell retired from writing the "Modesty Blaise" comic strip (the lead characters having been given a definitive end in the previous "Cobra Trap" short story collection) and was also said to have retired from full-time writing (in 2002, he gave Romero permission to adapt one of his short stories, "The Dark Angels", to a comic initially published in Scandinavian anthology magazine "Agent X9" and later reprinted by "Comics Revue" magazine in the US). From 2004 to 2009 he wrote the introductions for a series of "Modesty Blaise" comic strip reprint volumes published by Titan Books; beginning in 2010, just prior to O'Donnell's death, another writer had begun composing these introductions. He was also interviewed for a special feature included on the DVD release of the 2004 film "My Name Is Modesty", which was based on his creation.