Bonaparte closed all Continental ports to England in 1806 and the British Foreign Secretary, George Canning, was concerned that Bonaparte might use the fleet of neutral Denmark to invade England. In the face of strong Parliamentary criticism, Canning ordered Denmark to place her excellent fleet in Britain's safe custody until war's end. When Denmark refused, Britain launched an assault on Copenhagen, on the basis that her desperate necessity was rightly Canning's law.

Sir David Baird commanded a division and Arthur Wellesley a brigade, though the Horse Guards also gave him a "dry nurse" - General Richard Stewart. On 16 August, the British army - 17,000 strong, with 8,000 Germans - landed near Copenhagen and the capital was invested. On the 26th, Wellesley moved to cut off a Danish force that was trying to relieve the city.  He told Stewart, who had been allowed charge of the organization of the voyage out, "Come, come, 'tis my turn now."

The Danes were entrenched at Kiöge, a town south-east of Copenhagen and Wellesley's troops quickly cleared them out. The cost of Britain was 172 casualties, though the Danes - "Poor Danes! A soldier cannot fight an enemy he pities with proper spirit" said Charles Napier, a serving soldier - fared a good deal worse.

"We are unpopular in the country" wrote Wellesley on the 28th. He was keen to find a less painful method of taking the city than bombardment and was saved the bother when the garrison surrendered on 5 September.

Bonaparte was enraged.  He had 30,000 French troops waiting at Hamburg, to take Denmark for themselves.

Major General Sir Arthur Wellesley, K.B. was appointed one of the three commissioners to draw up the terms for Denmark's capitulation. In February 1808, Parliament officially voted its thanks for his "genius and valour", "zeal" and "intrepidity".