The novel was initially published in seven volumes:
- Swann's Way (Du côté de chez Swann, sometimes translated as The Way by Swann's) (1913) was rejected by a number of publishers, including Fasquelle, Ollendorff, and the Nouvelle Revue Française (NRF). André Gide was famously given the manuscript to read to advise NRF on publication, and leafing through the seemingly endless collection of memories and philosophizing or melancholic episodes, came across a few minor syntactic errors, which made him decide to turn the work down in his audit. Proust eventually arranged with the publisher Grasset to pay the cost of publication himself. When published it was advertised as the first of a three-volume novel (Bouillaguet and Rogers, 316-7). Du côté de chez Swann is divided into four parts: "Combray I" (sometimes referred to in English as the "Overture"), "Combray II," "Un Amour de Swann," and "Noms de pays: le nom." ('Names of places: the name'). A third-person novella within Du côté de chez Swann, "Un Amour de Swann" is sometimes published as a volume by itself. As it forms the self-contained story of Charles Swann's love affair with Odette de Crécy and is relatively short, it is generally considered a good introduction to the work and is often a set text in French schools. "Combray I" is also similarly excerpted; it ends with the famous madeleine cake episode, introducing the theme of involuntary memory. In early 1914, André Gide, who had been involved in NRF's rejection of the book, wrote to Proust to apologize and to offer congratulations on the novel. "For several days I have been unable to put your book down.... The rejection of this book will remain the most serious mistake ever made by the NRF and, since I bear the shame of being very much responsible for it, one of the most stinging and remorseful regrets of my life" (Tadié, 611). Gallimard (the publishing arm of NRF) offered to publish the remaining volumes, but Proust chose to stay with Grasset
- In the Shadow of Young Girls in Flower (À l'ombre des jeunes filles en fleurs, also translated as Within a Budding Grove) (1919) was scheduled to be published in 1914 but was delayed by the onset of World War I. At the same time, Grasset's firm was closed down when the publisher went into military service. This freed Proust to move to Gallimard, where all of the subsequent volumes were published. Meanwhile, the novel kept growing in length and in conception. When published, the novel was awarded the Prix Goncourt in 1919.
- The Guermantes Way (Le Côté de Guermantes) (1920/1921) was originally published in two volumes as Le Côté de Guermantes I and Le Côté de Guermantes II.
- Sodom and Gomorrah (Sodome et Gomorrhe, sometimes translated as Cities of the Plain) (1921/1922) was originally published in two volumes. The first forty pages of Sodome et Gomorrhe initially appeared at the end of Le Côté de Guermantes II (Bouillaguet and Rogers, 942), the remainder appearing as Sodome et Gomorrhe I (1921) and Sodome et Gomorrhe II (1922). It was the last volume over which Proust supervised publication before his death in November 1922. The publication of the remaining volumes was carried out by his brother, Robert Proust, and Jacques Rivière.
- The Prisoner (La Prisonnière, also translated as The Captive) (1923) is the first volume of the section within In Search of Lost Time known as "le Roman d'Albertine" ("the Albertine novel"). The name "Albertine" first appears in Proust's notebooks in 1913. The material in volume 5 and 6 were developed during the hiatus between the publication of volumes 1 and 2 and they are a departure of the original three-volume series originally planned by Proust. This is the first of Proust's books published posthumously.
- The Fugitive (Albertine disparue, also titled La Fugitive, sometimes translated as The Sweet Cheat Gone [last line of Walter de la Mare's poem "The Ghost"] or Albertine Gone) (1925) is the second and final volume in "le Roman d'Albertine" and the second volume published after Proust's death. It is the most editorially vexed volume. As noted, the final three volumes of the novel were published posthumously, and without Proust's final corrections and revisions. The first edition, based on Proust's manuscript, was published as Albertine disparue to prevent it from being confused with Rabindranath Tagore's La Fugitive (1921). The first authoritative edition of the novel in French (1954), also based on Proust's manuscript, used the title La Fugitive. The second, even more authoritative French edition (1987–89) uses the title Albertine disparue and is based on an unmarked typescript acquired in 1962 by the Bibliothèque Nationale. To complicate matters, after the death in 1986 of Proust's niece, Suzy Mante-Proust, her son-in-law discovered among her papers a typescript that had been corrected and annotated by Proust. The late changes Proust made include a small, crucial detail and the deletion of approximately 150 pages. This version was published as Albertine disparue in France in 1987.
- Finding Time Again (Le Temps retrouvé, also translated as Time Regained and The Past Recaptured) (1927) is the final volume in Proust's novel. Much of the final volume was written at the same time as Swann's Way, but was revised and expanded during the course of the novel's publication to account for, to a greater or lesser success, the then unforeseen material now contained in the middle volumes (Terdiman, 153n3). This volume includes a noteworthy episode describing Paris during the First World War.