The Grasshopper Lies Heavy is a novel within a novel. If The Man in the High Castle is an alternative history novel that imagines what might have happened if Germany and Japan won World War II, then The Grasshopper Lies Heavy plays a similar role in the world of The Man in the High Castle. The characters of The Man in the High Castle are intrigued by the book's central idea that Germany and Japan lost World War II. Rather than presenting the “actual” history, however, The Grasshopper Lies Heavy imagines an alternative route to victory for the Allies and a radically different post-war world in which Great Britain continues to operate as the world's sole empire, committing many further atrocities that echo the actions of Nazi Germany in the alternative reality of The Man in the High Castle. In this respect, The Grasshopper Lies Heavy is an important symbol for the novel's themes about the subjectivity of history and the role of fate.

The Grasshopper Lies Heavy is a symbol for the subjectivity of history because the alternative history the novel explores resonates with so many readers. Juliana reads The Grasshopper Lies Heavy and feels as though she is accessing a world more real than her own.