On 15 August 1806 Proby was appointed commander of the sloop "Bergère", and promoted to post-rank on 28 November 1806, with command of the 54-gun ship "Madras". From 7 January 1807 he commanded the frigate in the Mediterranean, and from 1808 until 1810, the frigate , in the Channel, North Sea, and Baltic. On 8 June 1813 he was appointed to , stationed at the Cape of Good Hope, and on 3 December 1814 to , in the Mediterranean. "Amelia" (the ship in which his eldest brother William had died in 1804) was paid off in July 1816, ending Proby's active naval career. However, the course of time brought promotion to rear-admiral on 23 November 1841, to vice-admiral on 16 June 1851, and finally admiral on 9 July 1857.