The ship was ordered on 5 June 1813 from the yard of Mrs Mary Ross, at Rochester, Kent, laid down in September, and launched on 4 April 1814.

Commander William Edward Parry commissioned her in December 1820, and Fury then made two journeys to the Arctic, both in company with her sister ship, Hecla.

[2] Her stores were unloaded onto the beach and later came to the rescue of John Ross, who travelled overland to the abandoned cache when he lost his ship further south in the Gulf of Boothia on his 1829 expedition.

In 1956, Captain T. C. Pullen, Royal Canadian Navy (RCN), sailed HMCS Labrador on an expedition through the Northwest Passage.

On 6 May 1998, the anchors were donated by the Canadian Forces Maritime Command (MARCOM) to the Collège militaire royal de Saint-Jean at Saint-Jean-sur-Richelieu, Quebec.