Novels:
Good Omens (1990) - with Terry Pratchett
Neverwhere (1997)
Stardust (1999)
American Gods (2001)
Coraline (2002)
Anansi Boys (2005)
Interworld (2007) - with Michael Reaves
The Graveyard Book (2008)
Odd and the Frost Giants (2009)
The Silver Dream (2013)
The Ocean at the End of the Lane (2013)
Eternity's Wheel (2015)
The Sleeper and the Spindle (2015)

Collections:
The Sandman: Book of Dreams (1996)
Smoke and Mirrors: Short Fictions and Illusions (1998)
Two Plays for Voices (2002)
Fragile Things: Short Fictions and Wonders (2006)
Trigger Warning: Short Fictions and Disturbances (2015)

Picture Books:
The Day I Swapped My Dad for Two Goldfish (1997) - illustrated by Dave McKean
The Wolves in the Walls (2003) - illustrated by Dave McKean
The Dangerous Alphabet (2008) - illustrated by Gris Grimly
Free Country: A Tale of the Children's Crusade (2015)
Chu's Day (2015)