Writing as Fiona Macleod, Sharp crafted mystical, lyrical prose rooted in Highland folklore and Celtic mythology. His major works under this pen name include Pharais (1894), The Mountain Lovers (1895), The Sin-Eater (1895), The Washer of the Ford (1896), and The Dominion of Dreams (1899). These writings deeply influenced contemporaries such as W. B. Yeats.
Under his own name, Sharp published poetry, novels, and literary biographies, including studies of Dante Gabriel Rossetti, Percy Bysshe Shelley, and Robert Browning. His works blend romanticism, spiritualism, and nature mysticism, securing his place as a distinctive voice in Victorian literature.