On the accession of James I of England, Copley was concerned in the Bye Plot for placing Lady Arabella Stuart on the throne. He and the other conspirators were tried and condemned to death; but Copley was pardoned (18 August 1604), having made a confession relating the history of the plot. In 1606 (1607?) he was a guest in the English College in Rome. The last surviving record of his life portrays him as a pilgrim of the Franciscan Casa Nova in Jerusalem in 1609.