After the First World War, Denaby successfully applied to re-join the Midland League. In 1927 the club reached the First Round of the FA Cup for the first time, setting a new ground attendance record of 5,200 for the game against Southport. They repeated the feat in 1932 when they lost 0–1 to Carlisle United at Brunton Park. Later that season they secured the Sheffield Senior Cup for a third time (they lost their first Senior Cup final in 1935 but won the cup again a year later by beating Worksop Town on their own ground).