Szalay was born in Canada. He moved to the United Kingdom the following year and has lived there ever since. He studied at Oxford University.
Szalay has written a number of radio dramas for the BBC. He won the Betty Trask Award for his first novel, London and the South-East, along with the Geoffrey Faber Memorial Prize. Since then he has written two other novels: Innocent (2009) and Spring (2011).
A linked collection of short stories, All That Man Is, was short listed for the Man Booker Prize and won the Gordon Burn Prize in 2016. The Spectator said that "nobody captures the super-sadness of modern Europe as well as Szalay." The Observer questioned its structure and whether or not it qualifies as a novel in the traditional sense: "does it in any sense work, as Jonathan Cape wants us to believe, as a novel? Yes, there’s a thematic consistency that makes this more than a collection, and Szalay even throws in the odd narrative link (the 73-year-old, it transpires, is the 17-year-old’s granddad). But still, a novel? I don’t think so."
- London and the South-East
- Innocent (2009)
- Spring (2011)
Critical studies and reviews of Szalay's work
- Wood, James (October 10, 2016). "Male gaze : David Szalay's 'All that man is'". The Critics. Books. The New Yorker. 92 (32).
- Stein, Lorin (Summer 2016). "Writing All That Man Is: An Exchange". The Paris Review. Retrieved 2017-02-07.
- "David Szalay". Unitedagents.co.uk. Retrieved 2016-10-29.
- Alison Flood and Mark Brown. "Man Booker shortlist 2016: tiny Scottish imprint sees off publishing giants | Books". The Guardian. Retrieved 2016-10-29.
- Flood, Alison (7 October 2016). "David Szalay's 'unsparing' All That Man Is wins Gordon Burn prize". The Guardian. Retrieved 8 November 2016.
- Cook, Jude (16 April 2016). "All That Man Is: a novel view of masculinity". Spectator. Retrieved 11 August 2016.
- Skidelsky, William (3 April 2016). "All That Man Is by David Szalay review – tales of love and money". Observer. Retrieved 11 August 2016.
- Books. "Are these Britain's best 20 novelists under 40". Telegraph.co.uk. Retrieved 2016-10-29.
- Online version is titled "Nine tales of crises in 'All that man is'".