After graduating, Denby went to Selma, Alabama, where he taught school for three years. In 1853, he removed to Evansville, Indiana, which remained his home until his death. Evansville was then a town of six thousand inhabitants, which, from its position on the Ohio River, at the terminus of the Wabash and Erie Canal, seemed destined to a great development. At Evansville, Denby devoted himself to the study of law and to newspaper work. He represented his county in the Indiana House of Representatives during the session of 1856-57. While in the legislature, Mr. Denby became acquainted with Martha Fitch, daughter of U.S. Senator Graham N. Fitch, of Indiana, and they were afterward married.