In April 1861, Harding volunteered to join an expedition to the Pilbara region of Western Australia, under Francis Gregory.
The five-month-long expedition discovered large amounts of poor pastoral land around the De Grey River.
A company, the Roebuck Bay Pastoral and Agricultural Association Ltd, was formed to establish sheep stations in the area.
James Harding was chosen as manager, and in October 1864 he joined an advance party that sailed to the area.
Brown's La Grange expedition party eventually found the three men dead, having been clubbed and speared to death.