Markham maintained his interest in the navy, particularly in the training of its officers. He often visited the merchant officer training vessels, and HMS "Worcester", and became a member of the latter's governing body. In early 1887 he accepted an invitation from his cousin Albert Markham, who now commanded the Royal Navy's training squadron, to join the squadron at its station in the West Indies. Markham spent three months aboard the flagship , during which, on 1 March 1887, he had his first encounter with Robert Falcon Scott, who was serving as a midshipman aboard HMS "Rover". Scott was victorious in a race between cutters, an event that was noted and remembered by Markham.