Mallory, who wrote the thriller under the pseudonym AJ Finn, said he claimed to have had cancer as a way to disguise his struggles with bipolar disorder.
His admission comes after a New Yorker profile accused him of a history of lies about his personal life.
The US author told the magazine it was "never the goal" to "take advantage of anyone else's goodwill".
Mallory was a book editor before The Woman in the Window, his debut novel, was published in January 2018. It debuted at number one on the New York Times best-seller list.
A film adaptation of the book, about a woman with agoraphobia who begins spying on her new neighbours, is out later this year, starring Amy Adams and Gary Oldman.
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