After leaving Harrow, Welldon was appointed Bishop of Calcutta in 1898. As bishop, then metropolitan of Calcutta, he excluded Scottish chaplains and troops from the use of garrison churches in India because they had not received episcopal consecration, an action for which he was criticised by Robert Herbert Story. He remained diocesan until early 1902 when he resigned owing to ill health and disagreement with the Viceroy, Lord Curzon. He returned to England to become a canon of Westminster, and was installed as such on 8 March 1902. He served in Westminster until 1906. In late 1902 he visited South Africa. From 1906 to 1918 he was Dean of Manchester and from 1918 of Durham. He had a strained relationship with the Bishop of Durham, Hensley Henson, who described him as "a man who could neither speak with effect nor be silent with dignity".