Some of his expository sermons preached at Broughty Ferry were published in two volumes of "The Expositor's Bible", edited by W. Robertson Nicoll, "The Epistles to the Thessalonians" in 1892 and "The Second Epistle to the Corinthians" in 1894. (Amusingly, some copies of the commentary on the First Epistle to the Corinthians in a later edition of "The Expositor's Bible" have Denney's name on the covers. The book was in fact written, as the title page makes clear, by Marcus Dods).