From his early surroundings at the Castle he naturally acquired experience of military matters, and his business pursuits gave him wide acquaintance with the affairs of the colonies in their commercial relations. In the difficulties with the Dutch at New York he was evidently a trusted agent of Massachusetts, his residence for some time in New York giving him great advantage. In volume II. "New York Colonial History" are found letters passing between Edward Rawson, Secretary of Massachusetts, and N. Bayard, Secretary of "New Netherlands," showing that in 1673 Mr. Nathaniel Davenport and Mr. Arthur Mason were sent by the Massachusetts Colony to demand the restoration of some vessels which had been seized by the N. N. government, and they threatened reprisal, etc., if the vessels were not given up. In a later letter of Bayard to Rawson in regard to this demand, he refers to Mr. Davenport as a "spy." His experience and prominence would thus seem to mark him as a leader in the war, but it is evident that his residence abroad had precluded his holding military office in the colony, where the choice was made by the people of each town, and was made a matter of confirmation by the Court. 

Capt. Davenport had returned to Boston in 1673, and at the time of the fitting out of the Narraganset Expedition in December, 1675, was serving on the jury at the Court of Assistants, whence he was summoned to take command of the 5th Company in the Massachusetts Regiment. This company was made up chiefly of men from Cambridge and Watertown, to most of whom Captain Davenport was a stranger; but it is said that he, on the occasion of "taking possession of his company, made a very civil speech to them, and also gave them free Liberty to choose their own Serjeants themselves, which pleased them very well, and accordingly did so." 

The company joined the rest of the forces at Dedham plain, and marched to Narraganset with the army. In "Oliver's Narrative," one item concerning Capt. Davenport appears, mentioned with characteristic brevity. "Dec. 17th That Day we sold Capt. Davenport forty-seven Indians young and old, for Eighty Pounds in money." I have found nothing to solve the doubt as to whether it was the enterprise of the merchant or the humanity of the man that prompted the purchase. I find no mention of such sale on the treasurer's books. On December 19th, at the great Fort fight, Mr. Hubbard relates that "Capt. Mosely and Capt. Davenport led the van."

Before our men came up to take possession of the Fort, the Indians had shot three Bullets through Capt. Davenport, whereupon he bled extreamly, and immediately called for his Lieutenant, Mr. Edward Ting, and committed the charge of the Company to him, and desired him to take care of his Gun, and deliver it according to Order and immediately died in his Place. . . . And it is very probable the Indians might think Capt Davenport was the General because he had a very good Buff Suit on at that Time and therefore might shoot at him. Capt. Davenport left no children, and his nephew, Addington Davenport, inherited his Narraganset claim.