Neveux's first notable work was the play Juliette ou la clé des songes (Juliet or the key to dreams), written in 1927 and produced in 1930. It became the basis of Martinů's opera, Julietta. Like most of Neveux's work, it is of a surrealist nature.
During the 1930s, when he was general secretary of the Théâtre des Champs-Élysées, he wrote little. In 1943 appeared Le Voyage de Thésée (The Voyage of Theseus), which was also later adapted by Martinů as an opera (Ariane, 1958). In 1945 he translated, and considerably adapted in the surreal aist tradition, Shakespeare's A Midsummer Night's Dream.
Neveux also wrote numerous filmscripts, although he greatly preferred the theatre; as he said, 'the first because one must earn a living, the second because one must deserve to live'.