Levé was self-taught as an artist and studied business at the elite École supérieure des sciences économiques et commerciales. He began painting in 1991. Levé made abstract paintings but abandoned the field (claiming to have burned most of his paintings) and took up color photography upon his return from an influential two-month trip to India in 1995.
Levé's first book, Oeuvres (2002), is an imaginary list of more than 500 books by the author, not actually written, although some of the items were taken up as the premisses of later books actually written and published by Levé (for example the photography books Amérique and Pornographie).
Levé traveled in the United States in 2002, writing Autoportrait and taking the photographs for the series Amérique, which pictures small American towns named after cities in other countries. Autoportrait consists entirely of disconnected, unparagraphed sentences of the authorial speaker's assertions and self-description, a "collection of fragments" by a "literary cubist." Zadie Smith has admired the "adolescent aesthetic" of this work, its "mixture of thoughtfulness and self-regard, honest interrogation and mere posing."
His final book, Suicide, although fictional, evokes the suicide of his childhood friend 20 years earlier, which he had also mentioned in "a shocking little addendum, tucked nonchalantly...into Autoportrait." He delivered the manuscript to his editor ten days before he took his own life at 42 years old.