The Movement of Getting Warm, 2006 

Zhang Ning with Beijing Normal University describes the collection of novellas as "a thrilling scream in the context of the market economy". With her sharp and precise storytelling style, Sheng tells the love stories of five women, capturing their pain and struggles. 

Ode to Morality, 2007

Hailed by critic Bai Ye as "probably the best Chinese novel on extramarital affairs", the book tells of a single businesswoman and a married university professor. In the novel, Sheng provides a contemplation on moral issues, blurring what's moral and immoral, and allows the readers to be the final judge.

Water and Milk, 2003

Focusing on young migrant workers in Shenzhen, Guangdong province, the novel depicts couples who fake their marriages to gain a resident's permit or a house in the city, and their tangled affairs. Through the everyday life of four women, Sheng tells of failed love and the inevitable tragic ending of some women in contemporary society.

Book of Keyi, 2011

The book contains 15 short stories written from 2002, the year she started writing professionally. From the countryside to the city, Sheng depicts the complexity of human nature.