Grimshaw's first book, Provocation (1999), drew on her experience as a criminal lawyer.

Her second book, Guilt (2000), followed the lives of four characters in Auckland in 1987.

Her third novel, Foreign City (2005) is the story of a young New Zealand painter living in London.

Grimshaw’s collection of short stories Opportunity was published in 2007. Opportunity is a series of stories that can be read separately, but contribute to a unified whole. The author says it is ‘a novel with a large cast of characters...each story stands by itself, and at the same time adds to the larger one.'

Her latest book, Singularity, a companion volume to Opportunity, was published in 2009 by Random House New Zealand and by Jonathan Cape in the UK.

Grimshaw has also contributed to the following anthologies: Myth of the 21st Century (Reed 2006); The Best New Zealand Fiction Volumes Two, Three, Four and Five (Vintage); The New Zealand Book of the Beach Volumes One and Two (David Ling); Some Other Country (VUP); Second Violins (Vintage, 2008).

Grimshaw was awarded a Buddle Findlay Sargeson Fellowship in 2000.

She has been a double finalist and prize winner in the Sunday Star-Times short story competition.

In 2006 she was awarded the Bank of New Zealand Katherine Mansfield Award for her short story ‘Plane Sailing’.

In 2007 she won a place in the Book Council’s Six Pack Prize for her short story, "The Yard Broom", which was published in The Six Pack Volume Two.

In 2007, Opportunity was short-listed for the world’s richest short fiction prize, the Frank O’Connor International Short Story Award.

In 2007 she was short listed for the prize of Montana River Reviewer of the Year. In 2008 she was awarded the Fiction award and the Montana medal for Fiction or Poetry at the Montana Book Awards for Opportunity. She was awarded the 2008 Montana prize for Reviewer of the Year in recognition of her fiction reviews in The New Zealand Listener.

Novels

• Provocation. London: Little Brown, 1999.
• Guilt. London: Abacus, 2000.
• Foreign City. Auckland: Vintage, 2005.
• Singularity. London: Jonathan Cape, 2009.

Short Stories

• "Animals." Listener 3426.202 Jan (2006): 28-32.
• "Gratitude." Sunday Star Times C Dec (2005): 4-5.
• "The Storm." Listener April (2004): 44-46.

Short Story Collections

• Essential New Zealand Short Stories. Auckland, Random House, 2009.
• The Best New Zealand Fiction. Volume 5. Auckland, Vintage, 2008.
• The Best New Zealand Fiction. Volume 4. Auckland: Vintage, 2007.
• The New Zealand Book of the Beach. Auckland: David Ling Publishing, 2007.