Born in New York City, and raised on the Upper West Side of Manhattan, Furst received a B.A. from Oberlin College in 1962 and an M.A. from Penn State in 1967. Furst's papers reside at the Harry Ransom Humanities Research Center at The University of Texas at Austin and include "a 1963 letter from Furst's grandfather Max Stockman in which his grandson is urged to be a teacher and 'write as a sideline' in his spare time."

Furst did not follow this advice. While attending general studies courses at Columbia University, he became acquainted with Margaret Mead, for whom he later worked. Before becoming a full-time novelist, Furst worked in advertising and as a magazine article writer (not, according to Furst himself, as a "journalist," as has often been reported), most notably for Esquire, and as a columnist for the International Herald Tribune.

The Ransom collection includes early articles on a wide variety of topics, published in many magazines for which no common denominator can be found: "Architectural Digest, Elle, Esquire, 50 Plus, International Herald Tribune, Islands, New Choices, New York, The New York Times, Pursuits, Salon, and Seattle Weekly." Furst seems to have been taking whatever jobs he was offered.

The Ransom collection, probably prepared with Furst's approval, remarks: "Of note is the April 1984 Esquire article, 'The Danube Blues,' which sparked Furst's interest in writing espionage novels. Numerous slides of his 1983 Danube trip are also available. Unproduced screenplays include 'Heroes of the Last War' (1984), and 'Warsaw' (1992)."

His early novels (1976-1983) achieved limited success. The Ransom collection includes the manuscript for something called "One Smart Cookie" (with Debbi Fields, 1987), which seems to be a commissioned biography of the owner of the Mrs. Fields Cookies company.

The next year, the 1988 publication of Night Soldiers ... inspired by a 1984 trip to Eastern Europe on assignment for Esquire ... revitalised his career.

In addition to Greene and Ambler, Furst cites Joseph Roth, Joseph Conrad, and John le Carré as important influences. Furst has been particularly successful in evoking the cities and characters of Eastern Europe during the period from 1933 to 1944. While all his historical espionage novels are loosely connected (protagonists in one book might appear as minor characters in another), only The World at Night and Red Gold are linked together as prequel and sequel.

Furst lives in Sag Harbor, Long Island, but he considers himself a European by sensibility. Awarded a Fulbright teaching fellowship in 1969, Furst moved to Sommières, France, outside of Montpellier, and taught at the University of Montpellier. He later lived for many years in Paris, a city that he calls "the heart of civilization" and that figures significantly in all his novels.

Stand-alone novels

• Your Day in the Barrel (1976)
• The Paris Drop (1980)
• The Caribbean Account (1981)
• Shadow Trade (1983)

Night Soldiers novels

1. Night Soldiers (1988)
2. Dark Star (1991)
3. The Polish Officer (1995)
4. The World at Night (1996)
5. Red Gold (1999)
6. Kingdom of Shadows (2000)
7. Blood of Victory (2003)
8. Dark Voyage (2004)
9. The Foreign Correspondent (2006)
10. The Spies of Warsaw (2008)
11. Spies of the Balkans (2010)

Secondary characters that appear in more than one Furst novel include:

• Ilya Goldman, NKVD (Night Soldiers, Dark Star, Kingdom of Shadows, The Foreign Correspondent)
• Colonel Vassily Antipin (Night Soldiers, Red Gold)
• Colonel Anton Vyborg, Polish military intelligence (The Polish Officer, Dark Star, The Spies of Warsaw)
• Count Janos Polanyi (Kingdom of Shadows, Blood of Victory, Dark Star, The Foreign Correspondent)
• S. Kolb, British agent (Dark Voyage, The Foreign Correspondent, Spies of the Balkans)
• Dr. Lapp, German military intelligence (Kingdom of Shadows, The Spies of Warsaw)
• Boris Balki, Russian emigre bartender in Paris (Kingdom of Shadows, Blood of Victory)
• Mark Shublin, Polish painter (Kingdom of Shadows, The Spies of Warsaw)
• British intelligence operatives in Europe (mainly Paris), such as
• Lady Angela Hope (appears in Night Soldiers and Dark Star; mentioned in Red Gold, The Foreign Correspondent, Kingdom of Shadows, Blood of Victory)
• Mr. Brown (Night Soldiers, Blood of Victory, Dark Voyage, The Foreign Correspondent)
• Brasserie Heiniger, Paris restaurant (every book)