Pellew next went to sea in April 1804 following the Peace of Amiens, commanding the ship of the line in the Channel before going to the Mediterranean in September and participating in the full chase across the Atlantic after the French fleet and the return leg to Cadiz. During this time, Pellew became good friends with his admiral and joined the famous "Band of Brothers" with which Nelson surrounded himself. The "Conqueror" fought well at the Battle of Trafalgar, being the fourth ship in the van or weather column under Nelson's command. The , Villeneuve's flagship, surrendered to "Conqueror's" captain of Marines, who had been sent aboard by Pellew to receive Villeneuve's sword. But as the "Conqueror" had sailed on to engage the and to attempt to block the escape of Dumanoir's squadron, the Marines could not return the sword to Pellew. During the course of these later actions, Pellew was wounded by a close miss from a cannonball, but refused to report it or have it treated until well after the battle.