- History of the West Indies, Set
- An Interesting Narrative of a Mission Sent to Sierra Leone, in Africa, by the Methodists, in 1811: To Which Is Prefixed an Account of the Rise, Progress, Disasters, and Present State of That Colony
- The Journals of Dr. Thomas Coke
- An Account Of The Experience Of Hester Ann Rogers And Her Funeral Sermon; To Which Are Added Her Spiritual Letters (1853)
- The Substance of a Sermon, Preached at Baltimore, in the State of Maryland, Before the General Conference of the Methodist Episcopal Church, on the ... the Rev. Francis Asbury, ... By Thomas Coke,