The Book of the Damned consists of three short novellas set in Paradys, an alternate world version of Paris: Stained with Crimson, Malice in Saffron, and Empires of Azure.

Each novella "centers visually on a stained glass window... [whose] colors are reflected in three pieces of ancient jewelry: a ruby scarab ring, a topaz crucifix plundered during the crusades[,] and an Egyptian sapphire earring shaped like a spider.

[1] Stained With Crimson is the story of Andre St. Jean, a poet in 19th-century Paradys, who is given a ruby scarab ring by a mysterious stranger and falls in love with Antonina, a sinister noblewoman who only comes out at night.

Andre soon awakens, as Anna Sanjeanne, leaves Paradys for the countryside following Anthony—who is revealed to be Antonina, similarly transformed by the scarab ring.

Seeking shelter in a nunnery, Jehanine leads a dual life: by day she is Jehanine/Jhane, while by night she disguises herself as a boy, Jehan, a murderous burglar who works with a gang of thieves.

After numerous murders, sexual assaults and an encounter with a demon, Jehanine repents her violent ways as the city falls to a demon-inflicted plague.

The story is about Louis de Jenier, a celebrated female impersonator in early 20th-century Paradys who discovers a spider-shaped sapphire earring in his new house and becomes haunted by a ghost named Timonie, all the while imprisoned by his manager and bodyguard.

The shades of red, yellow and blue pop out in the world painted black and white, and "all three [colors] portray physical and spiritual attractions, changes of sex, either through impersonation, transformation or androgyny".

Critics have described Lee's work as "prolific... and highly descriptive, drawing heavily on folk tale, often inverting the well-known outcome to produce something altogether more disturbing".

[4] Critics describe The Book of the Damned as erotic, horror-filled, grim and dark, its three novellas united by the setting of Paradys, and praise Lee's use of language and imagination.

[9][10] Booklist Review critic Roland Green said, "The whole work is an astonishingly good mix of horror, historical fantasy, and intense but well-handled eroticism... all of which no fantasist but Lee could probably achieve.