Davis has published six collections of fiction, including The Thirteenth Woman and Other Stories (1976) and Break It Down (1986), a finalist for the PEN/Hemingway Award. Her most recent collections were Varieties of Disturbance, a finalist for the National Book Award published by Farrar, Straus and Giroux in 2007, and Can't and Won't (2013). The Collected Stories of Lydia Davis (2009) contains all her fiction up to 2008.
Davis has also translated Proust, Flaubert, Blanchot, Foucault, Michel Butor, Michel Leiris, Pierre Jean Jouve and other French writers,[4] as well as Belgian novelist Conrad Detrez and the Dutch writer A. L. Snijders.