In Hebron, Azulai wrote a commentary on the Zohar under the title Kiryat Arba (City of Arba (in Hebrew four); Gen. xxiii.2). The plague of 1619 drove him from his new home, and while in Gaza, where he found refuge, he wrote his Kabalistic work Chesed le-Abraham (Mercy to Abraham; Book of Micah vii.20). It was published after the author's death by Meshullam Zalman ben Abraham Berak of Gorice, in Amsterdam, 1685. The work is a treatise with an introduction, אבן השתיה (The Cornerstone; see Talmud Yoma 53b), and is divided into seven "fountains" (Book of Zechariah iii.9), each fountain being subdivided into a number of "streams." A specimen of the work Chesed Le-Avraham, taken from the fifth fountain, twenty-fourth stream, p. 57d, of the Amsterdam edition:
On the mystery of Gilgul (reincarnation) and its details: Know that God will not subject the soul of the wicked to more than three migrations; for it is written, "Lo, all these things doth God work twice, yea thrice, with a man" (Job xxxiii. 29). Which means, He makes him appear twice and thrice in a human incarnation; but the fourth time he is incarnated as a clean animal. And when a man offers a sacrifice, God will, by miraculous intervention, make him select an animal that is an incarnation of a human being. Then will the sacrifice be doubly profitable: to the one that offers it and to the soul imprisoned in the brute. For with the smoke of the sacrifice the soul ascends heavenward and attains its original purity. Thus is explained the mystery involved in the words, "O Lord, thou preservest man and beast" (Psalms xxxvi.7 [R. V. 6]).
A popular story about Rabbi Azulai is that of how he retrieved the sultan's sword. When the Ottoman sultan visited Hebron, his precious sword fell into the Cave of Machpela. Anyone sent down to retrieve it disappeared. Only Rabbi Azulai was able to descend into the cave and retrieve the sword.     
One of the manuscripts that he left to his descendant, Chaim Yosef David Azulai, is also published. It is a Kabalistic commentary on the Hebrew Bible, Ba'ale Berit Abraham (Abraham's Confederates; see Book of Genesis xiv.13), Vilna, 1873.
- Pirkei Avot – a selection from Chesed le-Abraham
- Dov Zlotnick, "The Commentary of Rabbi Abraham Azulai to the Mishnah", in: Proceedings of the American Academy for Jewish Research, Vol. 40, 1972, pp. 147-168
- "Rabbi Abraham Azulai and The Sultan's Sword". the Jewish Community of Hebron. Retrieved 2016-02-21.
- Auerbach, Jerold S. (2009-07-16). Hebron Jews: Memory and Conflict in the Land of Israel. Rowman & Littlefield Publishers. ISBN 9780742566170.
- "Rabbi Avraham Azoulay". www.hevratpinto.org. Retrieved 2016-02-21.
- "Rabbi Avraham Azulai - RabbiShimon.com- Tzadikim list".
- "The Fallen Sword of the Sultan - Chabad.org".
- Michael Laitman, Gems of Wisdom: Words of the Great Kabbalists from All Generations, Laitman Kabbalah Publishers, 2011, p. 413-414