Celorio's output spans novels, essays, and autobiographical writing, with titles already considered fundamental in contemporary Spanish literature. His style is characterized by an introspective gaze and elaborate language that delves into personal and generational identity.

Among his most recognized novels are Amor propio (1991), his narrative debut, and Y retiemble en sus centros la tierra (1999), which offers a literary and emotional journey through Mexico City. A milestone in his narrative is the trilogy Una familia ejemplar, comprising Tres lindas cubanas (2006), El metal y la escoria (2014), and Los apóstatas (2020).

In these works, the author reconstructs his own family's history across several generations, intertwining autobiographical elements with key episodes of Mexican history. This trilogy has been praised for its ability to transform personal memory into a collective narrative.

His most recent books, such as Mentideros de la memoria (2022) and Ese montón de espejos rotos (2025), continue this exploration of memory, offering a fragmented and reflective view of his life and times.

In addition to his narrative, Celorio has developed a significant body of essays. Titles like Ensayo de contraconquista (2001) and Cánones subversivos (2009) analyze Hispano-American literature and its main authors, while reflecting on the shared cultural tradition between Spain and Latin America. In these essays, the writer combines academic rigor with a personal perspective, addressing issues such as the influence of Spanish exile in Mexico or the legacy of literary figures.