In 1992, Mishra moved to Mashobra, a Himalayan village, where he began to contribute literary essays and reviews to The Indian Review of Books, The India Magazine, and the newspaper The Pioneer. His first book, Butter Chicken in Ludhiana: Travels in Small Town India (1995), was a travelogue that described the social and cultural changes in India in the context of globalization.

His novel The Romantics (2000), an ironic tale of people longing for fulfillment in cultures other than their own, was published in 11 European languages and won the Los Angeles Times Art Seidenbaum award for first fiction. His book An End to Suffering: The Buddha in the World (2004) mixes memoir, history, and philosophy while attempting to explore the Buddha's relevance to contemporary times.

Temptations of the West: How to be Modern in India, Pakistan and Beyond (2006), describes Mishra's travels through Kashmir, Bollywood, Afghanistan, Tibet, Nepal, and other parts of South and Central Asia.