In 1902 Denaby left the Sheffield Association League, a competition they had been members of for just two years, to join the Midland League, at the time one of the most prestigious competitions outside the Football League. In 1906 they won the Sheffield and Hallamshire Senior Cup for the first time, but two years later the young Owls gained their revenge by pipping Denaby to the Midland League title. They won the Senior Cup for a second time in 1910 but resigned from the Midland League in 1913 to rejoin the Association League after falling on hard times and finishing bottom of the league for two years running. This came just a year after they had moved to their new home at Tickhill Square from their old one, the Recreation Ground, on Denaby Lane.