He was the author of Memoirs of James Hardy Vaux including A Vocabulary of the Flash Language, first published in 1819, which is regarded as both the first full length autobiography and first dictionary written in Australia.

He was initially well behaved, but soon developed rakish habits, staying out late at night and disappearing to cock fights during the day.

He began pilfering small amounts of money from the till of his employer to pay his gambling debts and maintain his lifestyle.

Vaux next found employment as a clerk in London, although he was far more interested in frequenting the red-light district of Covent Garden and seedy alehouses than his work.

Always restless, he changed jobs several times, including a stint in the Navy in 1798–99 on board HMS Astraea until he deserted and returned to London.

Vaux was again arrested in August 1800, this time for pickpocketing a handkerchief in company with Alexander Bromley, a thief he met in Newgate Prison.

Vaux again betrayed the trust placed in him by forging the initials of Governor King on commissariat orders for which he was punished with hard labour in a convict road-gang.

Assuming the appearance of a gentleman, he stole chains, brooches and rings from jewellers' shops as well as the pocket books and snuffboxes of fellow theatre patrons.

His activities continued undetected for some time until in November 1808 he was arrested and narrowly escaped conviction at his trial the following month for the theft of a silver snuffbox.

[4][5] His luck ran out in February 1809 when, under the alias James Lowe, he was convicted at the Old Bailey of the felony of stealing three diamond rings and a brooch from a jeweller's shop in Piccadilly.

On completing the manuscript, he dedicated his work to the commandant of the penal settlement, who had apparently encouraged Vaux to compile his memoirs.

The first full-length autobiography written in Australia, Vaux's memoirs provide a unique insight into criminal life in London and the convict penal system.