 His battalion returned to England in 1832, but De Lancey still kept up his interest in Spain, and was one of the first English officers who volunteered to join the Spanish legion which was being raised to serve under the command of Major-general Sir De Lacy Evans, K.C.B., against the Carlists in the First Carlist War.De Lancey sailed for Spain in 1835 with one of the first drafts from England, and on the way out showed his courage and presence of mind when his ship struck in a fog on the rocks off Ushant.On landing he was placed at the head of a regiment of the legion, and, after serving as acting adjutant-general at the action of Hernani, accompanied Lieutenant-colonel Greville in command of the expedition to relieve Santander, which was then hard pressed by the Carlists.