Cafferty is the author of the book "It's Getting Ugly Out There: The Frauds, Bunglers, Liars, and Losers Who Are Hurting America", published on September 10, 2007 by John Wiley & Sons. The book is a satirical critique of political and social issues, including the long arm of big business, the Iraq War and Hurricane Katrina, expanding on many of themes covered on Cafferty's "Situation Room" segment and chastising the growing culture of sensationalism and tabloid journalism in modern news media.