In 1812, Davy was knighted and gave up his lecturing position at the Royal Institution. He was given the title of Honorary Professor of Chemistry. He gave a farewell lecture to the Institution, and married a wealthy widow, Jane Apreece. (While Davy was generally acknowledged as being faithful to his wife, their relationship was stormy, and in later years he travelled to continental Europe alone.)
Davy then published his Elements of Chemical Philosophy, part 1, volume 1, though other parts of this title were never completed. He made notes for a second edition, but it was never required. 
In October 1813, he and his wife, accompanied by Michael Faraday as his scientific assistant (also treated as a valet), travelled to France to collect the second edition of the prix du Galvanisme, a medal that Napoleon Bonaparte had awarded Davy for his electro-chemical work. Faraday noted "Tis indeed a strange venture at this time, to trust ourselves in a foreign and hostile country, where so little regard is had to protestations of honour, that the slightest suspicion would be sufficient to separate us for ever from England, and perhaps from life". Davy's party sailed from Plymouth to Morlaix by cartel, where they were searched.
Upon reaching Paris, Davy was a guest of honour at a meeting of the First Class of the  and met with André-Marie Ampère and other French chemists. It was later reported that Davy's wife had thrown the medal onto the sea, near her Cornish home, "as it raised bad memories". The Royal Society of Chemistry has offered over £1,800 for the recovery of the medal.
While in Paris, Davy attended lectures at the Ecole Polytechnique, including those by Joseph Louis Gay-Lussac on a mysterious substance isolated by Bernard Courtois. Davy wrote a paper for the Royal Society on the element, which is now called iodine. This led to a dispute between Davy and Gay-Lussac on who had the priority on the research.
Davys party did not meet Napoleon in person, but they did visit the Empress Joséphine de Beauharnais at the Château de Malmaison. The party left Paris in December 1813, travelling south to Italy. They sojourned in Florence, where using the burning glass of the Grand Duke of Tuscany  in a series of experiments conducted with Faradays assistance, Davy succeeded in using the sun's rays to ignite diamond, proving it is composed of pure carbon.
Davy's party continued to Rome, where he undertook experiments on iodine and chlorine and on the colours used in ancient paintings. This was the first chemical research on the pigments used by artists.
He also visited Naples and Mount Vesuvius, where he collected samples of crystals. By June 1814, they were in Milan, where they met Alessandro Volta, and then continued north to Geneva. They returned to Italy via Munich and Innsbruck, and when their plans to travel to Greece and Istanbul were abandoned after Napoleon's escape from Elba, they returned to England.
After the Battle of Waterloo, Davy wrote to Lord Liverpool urging that the French be treated with severity: