They Never Say When is a 1944 thriller novel by the British writer Peter Cheyney. It is the sixth in his series of novels featuring the London private detective Slim Callaghan, a British version of the increasingly popular hardboiled American detectives.
Callaghan is hired by a Mrs Paula Denys who claims that she paid a to steal a priceless coronet from her husband's safe. Now he refuses to hand over the stolen and is instead trying to blackmail her.