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Fellowes was assistant editor of Marketing Business from October 2000 to July 2001; co-ordinating editor of "Night & Day" for The Mail on Sunday from November 2001 to January 2003; and deputy editor of Country Life magazine from June 2004 until March 2008.
- Mud and the City: Dos and Don'ts for Townies in the Country (2008) Book Guild Publishing ISBN 978-1-84-624278-6
- The Devil You Know: Looking Out for the Psycho in Your Life (2011) with Kerry Daynes, Coronet ISBN 978-1-44-471427-2
- The World of Downton Abbey (2011) Harper Collins, ISBN 978-0-00-743178-6
- The Chronicles of Downton Abbey (2012) Harper Collins, ISBN 978-0-00-745325-2
- A Year in the Life of Downton Abbey: Seasonal Celebrations, Traditions, and Recipes (2014) St. Martin's Press, ISBN 978-1-250-06538-4
- Downton Abbey - A Celebration: The Official Companion to All Six Seasons (2015) St. Martin's Press, ISBN 978-1-250-09155-0
- The Wit and Wisdom of Downton Abbey (2015) St. Martin's Press, ISBN 978-1-250-09360-8
- The Mitford Murders (series)
- The Mitford Murders (2017)
- Bright Young Dead (2018)
- The Mitford Scandal (2020)
- The Mitford Trial (2021)
- Fellowes, Jessica (16 September 2013). "Jessica Fellowes: The awful 'madness' that robbed me of my mum". The Telegraph. Retrieved 15 December 2018.