- A treatise on the art of decyphering, and of writing in cypher. With an harmonic alphabet.
- A Year's Journey Through France and Part of Spain, 1777
- A Year's Journey Through France and Part of Spain Volume II
- Lives of Gainsborough
- A letter to the Earl of Coventry; by Philip Thicknesse. Containing some extraordinary letters of the noble lord's to the author, written in 1780 and ... extraordinary note of the noble lord's, 1785