Denby was born in
Mount Joy in
Botetourt County, Virginia to Nathaniel Denby and Sarah Jane Harvey. Denby's maternal grandfather, Mathew Harvey, was a soldier in
Lee's Legion during the
American Revolution. Denby received his early education at the Tom Fox Academy,
Hanover County, Virginia. During his early youth, Denby's father, a Virginia ship-owner and interested in European trade, was appointed to a post at
Marseille, France. His functions there were similar to those of a consul-general, but the post was then known as Naval Agent of the United States. On taking up his post, Nathaniel Denby took his son with him, where attended the College Royal at Marseille and became fluent in the
French language. Denby later attended
Georgetown College,
Washington, D.C., and the
Virginia Military Institute, from which he graduated with high honors in 1850. After graduating, Denby went to
Selma, Alabama, where he taught school for three years. In 1853, he removed to
Evansville, Indiana, which remained his home until his death. Evansville was then a town of six thousand inhabitants, which, from its position on the
Ohio River, at the terminus of the
Wabash and Erie Canal, seemed destined to a great development. At Evansville, Denby devoted himself to the study of law and to newspaper work. He represented his county in the
Indiana House of Representatives during the session of 1856–57. While in the legislature, Mr. Denby became acquainted with Martha Fitch, daughter of
U.S. Senator Graham N. Fitch, of Indiana, and they were afterward married. ==Military service==