In 2005, he published his best-known novel, La hora azul, in which a wealthy lawyer searches for the woman his military father had taken prisoner during the armed struggle between the Peruvian government and Shining Path rebels.

Mario Vargas Llosa called the book, which won the prestigious Herralde Prize in 2005, "a magnificent novel that lucidly and imaginatively describes the aftermath of 10 years of civil war and terrorism", and J.M.

Several of Cueto's works have been adapted for film, including La pasajera, which was the inspiration for Magallanes by director Salvador del Solar.

Grandes miradas was adapted into Mariposa negra, a 2006 film by the awarded director Francisco Lombardi, and La hora azul served as the basis for the 2014 movie of the same name by Evelyne Pegot-Ogier.

In October, 2020 the University of Texas Press published the English version of The Wind Traveller translated by Frank Wynne and Jessie Mendez Sayer.