The first episode, "A Study in Pink", loosely based upon the first Sherlock Holmes novel A Study in Scarlet, was written by Moffat and directed by Paul McGuigan. The story depicts the introduction of Sherlock to John, and them entering a flatshare at Baker Street in London, and then their investigation into a series of deaths, initially believed to be suicides. Mycroft Holmes, Sherlock's older brother, played by Mark Gatiss, also appears for the first time. The episode was first broadcast simultaneously on BBC One and BBC HD on 25 July 2010.

The second episode, "The Blind Banker", was first broadcast on 1 August 2010. Written by Stephen Thompson and directed by Euros Lyn, the episode depicts Holmes being hired by an old university acquaintance to investigate a mysterious break-in at a bank in the City of London.

The first series concluded with "The Great Game", first broadcast on 8 August 2010. The episode introduces the character of archenemy James Moriarty (played by Andrew Scott) to the series, who sets Holmes deadlines to solve a series of apparently unrelated cases. Written by Mark Gatiss and directed by McGuigan, "The Great Game" ends with a cliffhanger in which Sherlock and Moriarty reach a standoff involving a bomb attached to a vest removed moments earlier from Watson.

On 10 August 2010, it was confirmed that Sherlock had been renewed for a second series.At the 2011 convention, Gatiss confirmed which stories would be adapted, and that the writers of the first series would each write an episode for series two.Acknowledging that "A Scandal in Bohemia", "The Hound of the Baskervilles" and "The Final Problem" are amongst the best-known Holmes stories, Gatiss explained, "We knew after having a successful first run that the natural order would be to do three of the most famous."

Mark Gatiss wrote "The Hounds of Baskerville", which investigates the strange activities at a military base. Aware that The Hound of the Baskervilles, first published in 1902, was one of the most famous of Conan Doyle's original stories, Gatiss felt a greater responsibility to include familiar elements of the story than he does when adapting the lesser-known stories.

The second series concluded with "The Reichenbach Fall". Steve Thompson wrote the episode, which was directed by Toby Haynes, who had previously directed many of Moffat's Doctor Who episodes. First broadcast on 15 January 2012, the episode follows Moriarty's plot to discredit and kill Sherlock Holmes, concluding with Holmes appearing to die by suicide.

The episode was inspired by Conan Doyle's story "The Final Problem", in which Holmes and Moriarty are presumed to have fallen to their deaths from the Reichenbach Falls in Switzerland. Moffat felt that he and co-creator Gatiss had outdone Conan Doyle in their version of Holmes's fall and Moffat added that, in that much-discussed sequence, there was still "a clue everybody's missed".

The synopsis for the episode reads "Sherlock has been gone for two years. But someone isn't quite convinced that he's dead."The 'someone' turns out to be Anderson, the forensics technician from series 1 and 2 (who has now lost his job due to his obsessive conviction that the detective still lives). He had a long-standing mistrust of Sherlock, yet is now one of the few people who believes Sherlock is alive, and throughout the episode is trying to convince Lestrade. Anderson tracks him via various mysterious events from Tibet to New Delhi to Germany in which he seems to be involved and points out that the incidents are getting progressively closer to London.

The final episode "His Last Vow" was first broadcast on 12 January 2014, on BBC One, and written by Steven Moffat, directed by Nick Hurran and is based on Sir Arthur Conan Doyle's "The Adventure of Charles Augustus Milverton". This case leads Sherlock into conflict with Charles Augustus Magnussen (Lars Mikkelsen), a "terrifying" villain who was introduced as an unnamed villain in episode one. Mary Morstan and Sherlock Holmes both break into Magnussen's office, where, having surprised each other, Mary shoots Sherlock. Later, Holmes deduces that Mary was formerly a secret agent, and reveals this to Watson. Holmes and Watson try to get Magnussen arrested, but their attempt fails, and Holmes shoots Magnussen to stop him from blackmailing Mary Watson. Mycroft arranges that Sherlock will be exiled from the United Kingdom instead of being tried for murder. As Sherlock's plane takes off, every video screen in London broadcasts the image of Moriarty, and Sherlock is recalled to deal with the crisis associated with Moriarty's potential return.

The third series aired in the United States on PBS over a period of three weeks, airing late January to early February 2014.

Moffat confirmed the episode is set in Victorian London, saying, "The special is its own thing. We wouldn't have done the story we're doing, and the way we're doing it, if we didn't have this special. It's not part of the run of three episodes. So we had this to do it … It's kind of in its own little bubble."

Exclusive bonus material in the cinema presentation included a guided tour of 221B Baker Street from Steven Moffat and a look behind the scenes at how the special episode was made featuring all the lead cast and crew.

Moffat told The Telegraph in January 2014, "we're all keen to continue", but said it had been difficult to co-ordinate the lead actors' schedules.The fourth series premiered on 1 January 2017, with "The Six Thatchers".The second episode "The Lying Detective" aired on 8 January 2017; the last episode "The Final Problem" aired on 15 January 2017.

In January 2014, Moffat stated that a fifth series had been plotted by himself and Gatiss; however, by the release of the fourth series in January 2017, they had not yet decided whether to produce it. Cumberbatch and Moffat in particular have expressed interest in continuing at some point in the future, but there are no immediate plans. As to the future of the series, Gatiss stated in January 2019 that due to the conflicting schedules of Cumberbatch and Freeman, a potential fifth series is still up in the air.