His first collection was published in 1913 under the title Twelve Scots Trials, containing a dozen "adventures in criminal biography". The collection included among its twelve cases two notable trials, that of Katharine Nairn and John Watson Laurie, which Roughead was to revisit in more detail later in his career. The title of his first collection apparently was a mild disappointment to Roughead, stating in his "Personal Preface" to his third collection, Glengarry's Way and Other Studies, that "...I have always considered that my venture suffered in its baptism...of those three fateful words two at least were unhappily chosen. 'Scots' tended to arouse hereditary prejudice...'Trials' suggested to the lay mind either the bloomless technicalities of law reports or the raw and ribald obscenities of the baser press." He ended his lament upon his title with characteristic humor, "Had they been a 'baker's dozen' the game would have been up indeed."
Following the tangled web of the publication of those essays can present a real challenge to Roughead's readers. His early collections, published by William Hodge of Edinburgh, follow a more direct path, from appearing in the Juridical Review to being collected in anthologies, often titled with the leading essay. When he began to have a wider audience in the United States, his studies in crime were printed and reprinted in a series of overlapping anthologies, generally titled on variants of the word "murder". The list of titles reads like a lurid poem: Mainly Murder, The Enjoyment of Murder, Murder and More Murder, The Murderer's Companion, and closing with the bloody couplet,The Art of Murder, and Nothing But Murder. The American public eagerly embraced Roughead's dry humor as well as his fascination with criminals who looked and sounded exactly like us but who inhabited a parallel dark and rarefied nether word. This was a reading audience who were being introduced to the masters of hard-boiled pulp fiction, authors who, as Raymond Chandler said, were "...giving murder back to the kind of people that commit it for reasons, not just to provide a corpse." As Alexander Woolcott noted, in an introduction to a Reader's Club edition of Roughead, even U.S. President Franklin D. Roosevelt had a special shelf just outside of the Oval Office, labelled "The President's Shelf", with the "rarest of brews" being Roosevelt's personal selection of Roughead.
Roughead was also one of many editors of a series of trial accounts called Notable Scottish Trials, also published by William Hodge and Company. His first contribution to the Scottish trial series was the trial of Dr. Pritchard, the notorious Edinburgh poisoner. He was later to contribute another nine trial accounts, including some of the more notorious criminal cases of old and new Edinburgh.
In the early twenties, Roughead began a correspondence with American crime writer, Edmund Pearson, and a professional exchange of letters blossomed into a warm friendship for the next fifteen years. When Pearson published his landmark Studies in Murder in 1924, Roughead's praise for the work was enthusiastic, especially for Pearson's treatment of America's most famous murderess, Lizzie Borden of Fall River. In a letter to Pearson, Roughead said, "...honestly, I never enjoyed a case more than Miss Lizzie's. It is as unique as it is perfect: a flawless work of art...."