In March 1801, Cuming was in command of , part of the fleet under Admiral
Hyde Parker sent to break up the
League of Armed Neutrality. Because of the shoal waters around
Copenhagen, Parker's larger ships were unable to get close enough to engage the anchored Danish fleet, but
Russell was considered suitable and joined
Horatio Nelson's squadron at the
Battle of Copenhagen on 2 April. Cuming's ship, however, did not reach its assigned position in the battle, going aground almost immediately as it approached the southern end of the enemy line. Three hours later,
Russell was flying a flag of distress but continued to fire upon the rearmost enemy ship,
Prøvesteenen. When
Prøvesteenen surrendered, Cuming was able to send boats from
Russell to take possession. Six of Cuming's crew had been injured in the action, but there had been no fatalities. The next object of the British fleet was to break the alliance further by intimidating Sweden and Russia. Nelson, in
St George, was left behind with a few smaller vessels to finalise the peace agreement with Denmark while Parker left with the remainder of the fleet, including Cuming in
Russell. Outnumbered and outgunned, the Swedes sought the protection of the forts at
Karlskrona, where they were blockaded by the British. Following negotiations, agreement was reached on 22 April, and the British resumed their journey to Reval. On the way, news was received that the tsar had been murdered and succeeded by
Alexander I, who was far better disposed to Britain, and the mission was called off. Parker was recalled to England, and command devolved to Nelson, who was not so trusting of Russia's good intentions and took 11 of his ships of the line to the
Gulf of Finland anyway. Cuming, in
Russell, was left behind with HMS , , , , and and a frigate to cruise the coast and keep an eye on the Swedish fleet. Cuming was later part of a squadron under Sir
James Saumarez, stationed off Cadiz, where the two admirals began a lifelong friendship. ==Hostilities renewed==