A prodigious letter writer, Hargrave saved drafts of his business and personal correspondence in letterbooks. He wrote to family and friends settled in Beauharnois County on the south shore of the St Lawrence and in the Tweed valley in Scotland, as well as to his future wife, Letitia Mactavish, and members of her fur-trading family in Argyllshire on Scotland's west coast. His letters document the experiences of a "lowland" Scottish family in North America, as well as happenings at the administrative centre of the Hudson's Bay Company fur trade. He expresses his views on religion, history, politics, and literature, describes his romantic attachments, and makes clear his attitudes towards the company's Native partners in the fur trade.