[4] Denny joined the Foreign and Commonwealth Office (FCO) in 1979 and first worked in the West Indies and Atlantic Department.

In 1980, he was moved to be an Accountant for the British Embassy in Santiago, Chile and stayed there for three years.

[2] In 1985, Denny was posted to Warsaw as Vice Consul and from 1988 to 1990 he was a Desk Officer in the Personnel Department of the FCO.

He then became Desk Officer for the Papua New Guinea and South West Pacific Department and in 1992 was sent to the Hague as a Second Secretary.

Denny was made Deputy Head of Mission in Luanda, Angola under Ambassador John Thompson from 2002 to 2005.