In 1588 he served as a volunteer against the Spanish Armada, and commanded a regiment in the Earl of Essex's expedition to Normandy in support of the Protestant Henry IV of France in 1591, taking part in the siege of Rouen.

In October 1593 he brought the Scottish rebel Francis Stewart, 5th Earl of Bothwell, as a guest to Carlisle Castle.

This alarmed his brother-in-law, Thomas Scrope, who was Warden of the West March, because Elizabeth I had declared her nobles would not receive the earl.

His conflict with the Scottish fyrebrande Robert Ker, 1st Earl of Roxburghe was only settled after great skill and tact on Carey's part.

But his conduct met with general disapproval and merited censure as "contrary to all decency, good manners and respect," and on James's arrival in England he was dismissed from his new post.

His eldest son by Elizabeth Trevannion, Henry Carey, 2nd Earl of Monmouth (1596–1661) succeeded him, and on his death without surviving male issue the peerage became extinct.

Chisholm, has written a series of historical mysteries featuring Sir Robert Carey, set during his time as Deputy Lord Warden of the Marches.

An elderly Robert Carey, supposedly speaking in 1626, narrates portions of George Garrett's novel ‘'The Succession'’.