 Following the concern in Britain that neutral Denmark was entering an alliance with Napoleon, the "Prince George" sailed in the squadron in the expedition to occupy the Danish West Indies, with the squadron under the command of Rear-Admiral Alexander Cochrane, who sailed in .The squadron, which included , , and , captured the "Telemaco", "Carvalho" and "Master" on 17 April 1807.From 7 September 1810 to July 1814 he was Captain of the fifth rate .