Feinstein is regarded as an important English novelist. She has written fifteen novels and has described her early fiction as an 'extension' of her poetry as her novels combine the poetic with a larger historical canvas. Her fiction has ranged through European history and, at the same time, has retained a poetic use of language and myth. With remarkable economy, several of EF's novels, Children of the Rose (1975), The Ecstasy of Dr. Miriam Garner (1976), The Shadow Master (1978), and The Border (1984), incorporate the violence, fanaticism, and pseudoapocalyptic character of modern history. She consciously writes in a Central European literary tradition and is the first post-war English-Jewish novelist to successfully eschew the parochial concerns and forms of expression of the Anglo-Jewish novel and locate her sense of Jewishness in a wider European context. The Border is an example of EF's ability to express in an exciting love story a multifarious vision of the world made up of history and autobiography, poetry and myth, literature and science. In this way, EF has managed to broaden the concerns of the Anglo-Jewish novel and develop a lasting poetic voice in a distinct and imaginative manner.
Her work frequently features Jewish characters; the The Border (1984) concerns an Austrian couple forced to flee their home when the Nazis invade; and Loving Brecht (1992) follows the life of Frieda Bloom, a Jewish cabaret singer whose interactions with Bertolt Brecht, Lotte Lenya, and Kurt Weill take her from pre-Nazi Weimar Berlin to Stalin's Moscow, and from New York to final safety in London.
Her first novel was The Circle (1970), which, like much of her early work, explores themes of female identity seen both inside and outside the family unit. In The Circle and The Amberstone Exit (1972) EF's feminist perspective is clear, as both feature young women so stuck in domestic or family responsibilities that they cannot fully explore themselves. The Circle was long listed for the 'lost' Man Booker prize in 2010. Later novels, such as The Survivors (1982), draw on her knowledge of 20th-century European history and an awareness of her own Jewish heritage. Her most recent novel is The Russian Jerusalem (2008), a mix of fiction, autobiography and poetry, in which EF, with the spirit of writer Marina Tsvetaeva as her guide, examines how the great Russian writers - Anna Akhmatova, Boris Pasternak, Osip Mandelstam and Joseph Brodsky - fared during Stalin's Great Terror (1936-38).
This series contains pre-publication material (MSS, TSS, proofs and so on) for ten of EF's novels, from The Circle (1970) to The Russian Jerusalem (2008). There are also some drafts of a thriller which was abandoned, and another novel with a Cambridge setting which was never completed.