The son of a London wine merchant, Anthony Merry served in various diplomatic posts in Europe between 1783 and 1803, holding mostly consular positions.

Jefferson's hostility extended to Mrs. Merry, whom he called a "virago", though Aaron Burr greatly admired her.

Merry reported back to the Foreign Office that Burr was extremely willing and ready to seek revenge against the United States.

In April 1805 Merry was again approached by Burr, who claimed that Louisiana was ready to leave the United States.

Unfortunately for Merry and Burr, Britain had a new Foreign Secretary, Charles James Fox, who was friendly with America.