Few details of his education are known, but in 1573 he went to Paris to study horsemanship, and during his travels lodged with Theodore Beza in Geneva where his younger brother William was killed by Spanish bandits.
His companions were Andrew Keith, Lord Dingwall, James Scrimgeour Constable of Dundee, John Skene, William Fowler, and George Young.
[6] One guarantor or cautionar for the Earl's expenses was a wealthy Edinburgh tailor and supporter of the marriage plan, Alexander Oustean.
[8] He took part in a wedding ceremony at Kronborg on 20 August 1589 which involved him sitting on Anne of Denmark's bed as a proxy for the king.
[9] Keith bought a jewel to give to the queen during the ceremony, at the request of King James, his credit assisted by Frederick Lyall, a Scottish merchant in Helsingør.
[11] At the conclusion of the proxy wedding the earl was presented with jewels as a rewards, including a portrait miniature of Sophie of Mecklenburg-Güstrow and, it is said, he was gifted timber for building and roofing his house at Keith Marischal.
[13] There was discussion whether the queen's dowry money should be brought home untouched to Scotland, or whether he and his kinsmen, Lord Dingwall and William Keith of Delny, should be recompensed.
James VI wrote to the Earl, (who he called "My little fat pork"), on 28 September asking for news, and worried about the "longer protracting of time" and the "contrariousness of winds".
[25] His interest in classical epigraphy was shared by one of the Danish diplomats involved in negotiating the royal marriage, Paul Knibbe.
The chest was supposed to contain property deeds, Portuguese ducats, 36 dozen gold buttons, a rich jewel set with diamonds worth 6,000 merks given to the earl when he was ambassador in Denmark, a miniature portrait of Sophie of Mecklenburg-Güstrow, Queen of Denmark set in gold and circled with diamonds worth 5,000 merks, a "jasp" stone believed to stem the flow of blood, a chain of 400 well-matched pearls, two gold chains, and other jewels and rings.