Sayle has written two short story collections, five novels, including a graphic novel and a radio series spin-off book, as well as columns for various publications. His book Great Bus Journeys of the World, co-written with David Stafford, is mostly a collection of his columns for Time Out and the Sunday Mirror. He was one of eight contributory authors to the BBC Three competition End of Story, in which members of the public completed the second half of stories written by established authors. The winning entry to Sayle's story, Imitating Katherine Walker, was written by freelance Writer Arthur Allan. Sayle's autobiography Stalin Ate My Homework, which deals with his early life and which he describes as a 'satirical memoir', was published in 2010. In 2012 he joined the Daily Telegraph as a motoring columnist. In early 2015 he toured giving readings from the second volume of his autobiography Thatcher Stole My Trousers, published in 2016.