The Alshekh reworked his sermons into commentaries to most of the books of the Bible. Several of these commentaries appeared during his lifetime: Havazzelet ha-Sharon (Constantinople, 1563; Venice, 159 1) on Daniel; Shoshannat ha-Amakim (Venice, 1591) on the Song of Songs; Rav Peninim (ibid., 1592) on Proverbs; and Torat Moshe (Constantinople, c. 1593) on Genesis. About 1597–98 there appeared in Constantinople his commentary on the first Book of Psalms under the title of Tappuhei Zahav. This edition was criticized by the Alshekh's son R. Hayyim in the introduction to his own edition of his father's commentary on the Psalms. R. Hayyim Alshekh averted that the manuscript of Tappuhei Zahav had been stolen from him and represented a first draft only of his father's commentary.

Between 1600 and 1607, R. Hayyim Alshekh reissued in Venice some of the commentaries published by his father and printed those which had remained in manuscript. They were: Torat Moshe on the whole of the Pentateuch, Einei Moshe on Ruth, Devarim Nehumim on Lamentations, Devarim Tovim on Ecclesiastes, Masat Moshe on Esther (all 1601); Helkat Mehokkek on Job (1603) and Marot ha-Zove'ot on the early and Later Prophets, with the exception of Ezekiel (1603–07); and Romemot El on the Psalms (1605).

The Alshekh's commentaries, which are permeated with religious - ethical and religious - philosophical ideas supported by ample quotations from talmudic and midrashic sources, became very popular and have often been reprinted. Some of the commentaries appeared also in abbreviated versions. Hayyim Alshekh also published his father's responsa (Venice, 1605). Alshekh was the author of a dirge on the "exile of the Shekhinah," which became part of Tikkun Hazot. Never published and subsequently lost were She'arim, a book of a religious-philosophical nature; a commentary on Genesis Rabbah; and a talmudical work. The commentaries on Avot and on the Passover Haggadah printed under the name of Alshekh, are not original works but compilations from his commentaries on the Bible.