Leaving Honolulu on May 10, 1889, the travel party included her half-sister Annie, and Mary Matilda Walker, wife of the British vice-consul to Hawaii Thomas R. Walker, as their chaperone. Cleghorn accompanied his daughters to San Francisco before returning to Hawaii. They traveled across the United States by train, stopping briefly at Chicago and New York before sailing to England. They landed in Liverpool on June 17, after a month-long journey. After Mrs. Walker returned to Hawaii, Kaʻiulani and Annie were placed under the guardianship of Theo H. Davies and his wife Mary Ellen. Davies was a British citizen and owner of Theo H. Davies & Co., one of the Big Five leading sugar firms operating in Hawaii. During school holidays, Kaʻiulani stayed at Sundown, the Davies' residence in Hesketh Park, Southport.