During the second she transported EIC troops to Macao to augment the Portuguese forces there, but the authorities there refused them permission to land.

Asia reached the Cape of Good Hope on 6 September, and arrived at Kedgeree on 19 November.

Homeward bound, she was at Saugor on 14 February 1800 and Madras on 15 March, reached St Helena on 8 July, and arrived at Deptford on 20 October.

[2] Macao Expedition: During the French revolutionary and Napoleonic Wars the British Government and the EIC feared that the French would capture one or more of Portugal's colonies of Goa, Damam, Diu, or Macao and use such a capture as a base for operations against Britain's possessions.

In 1801 the Admiralty asked Admiral Peter Rainier, the commander of Royal Navy operations on the East Indies Station to assist the Portuguese at Macao.

[2] The expedition stopped at Penang to exchange the Marine Battalion for soldiers there and at Malacca who would be better suited to the task at hand.

[4] Lieutenant-Colonel Hamilton then had the expedition stop at Amboina to take on water so that there would be sufficient on hand if the troops could not land at Macao.

[2][4] The Governor of Macao refused on 24 March to give permission for the troops to land, absent orders from his superiors at Goa.

[2] Captain Henry Pendares (or Pindarves) Tremenheere acquired a letter of marque on 13 March 1804.

During the night of 20 April Lady Burges wrecked on a reef off Boa Vista, Cape Verde.

The Bengal Pilot Service vessels Hooghly and John Bebb rescued the passengers and crew.