During his first season with Lancashire, Law was awarded his county cap. Apart from an enforced absence through injury for part of the 2004 season, Law continued to pile up the runs for his new team, scoring 1,820 in 2003 at an exceptional average of 91, and after hitting 1,277 championship runs in 2007, signed a new one-year deal with the club. Following Mark Chilton's resignation as captain at the end of the 2007 season, Law was appointed Lancashire captain ahead of players such as Dominic Cork, Glen Chapple and Luke Sutton. He was released in October 2008 to be replaced by Glen Chapple as captain for the 2009 season, before signing a contract to play for Derbyshire in limited overs cricket in 2009.