Ashby enrolled in January 1902 as the first student of the British School at Rome, under its first director Gordon McNeil Rushforth, and was the same year appointed its honorary librarian and elected as a fellow of the Society of Antiquaries. Rushforth and his successor Henry Stuart Jones both retired early due to ill health and Ashby (assistant director 1903–06) became the School's third director, until 1925. His first assistant directors were Augustus Moore Daniel (later a director of the National Gallery in London), then from 1909 Eugénie Strong – the latter appointment made Ashby's position at the school more secure and extending the School's influence in Roman society, with Eugénie in effect serving as its hostess.