As an author, Jepson used a pseudonym, R. Edison Page, for some of his short stories. In other works he collaborated with such authors as John Gawsworth, Arthur Machen and Hugh Clevely. Jepson was also a translator, notably of the Arsène Lupin stories of Maurice Leblanc. He was a member of the Square Club (from 1908) of established Edwardian authors, and one of the more senior members of the New Bohemians drinking club. He was a good friend of the author Ford Madox Ford.