Asgill and his wife Sophia were part of the Duchess of Devonshire's Whig social group and were reported in each other's company in "The Times" from time to time. One such occasion was on 16 September 1802: "Lord Say and Sele gave a dinner at Broadstairs, and in the evening a Concert of vocal and instrumental music. The Duchess of Devonshire, the Duchess of Manchester...Sir Charles and Lady Asgill...were of the party". They enjoyed the theatre too and through one of Sophia's Ogle cousins, who was Richard Brinsley Sheridan's second wife, were frequently in his company. "Sheridan was over forty-three and his bride not yet turned twenty, when, on April 27, 1795, he wedded Esther Jane Ogle, the youngest daughter of Newton Ogle, Dean of Winchester"..."while she, at first reported to have exclaimed, 'Keep away, you terrible creature,' ended by declaring, so testifies Thomas Grenville, that Sheridan was the 'handsomest and honestest man in England'". The Asgills were prominent at Sheridan's funeral after his death on 7 July 1816, where he is buried at Poets' Corner in Westminster Abbey: "personal friends like Erskine and Lynedoch, the Dukes of York, Sussex and Argyll followed the coffin. Burgess, Bouverie sister, Arabella's husband, and Asgill followed".