The novel is a postmodernist narrative that follows the adventures of the reader, who is trying to read a book called "If on a Winter's Night a Traveller." However, the reader keeps encountering obstacles that prevent him from finishing the book, including printer's errors, censorship, and interruptions from other characters. The story is interspersed with the beginnings of ten different novels, each interrupted at a moment of suspense. The book is a meditation on reading, writing, and the nature of narrative itself.

"Dictionary of the Khazars" is a metaphysical, historical novel written in the form of a lexicon. The book presents three different versions - Christian, Islamic, and Hebrew - of the history of the Khazars, an ancient people who converted to one of these three religions. The novel, filled with dreamlike narratives and fantastical elements, invites the reader to become an active participant, choosing their own path through the non-linear text, and even solving a murder mystery embedded within the story.