1794 Commodore Ford took him into his flagship the Europa, and on 3 April promoted him to the command of the Jack Tar, which he took to England. On 22 Oct. he was posted, and a few days later appointed to the Fox frigate. In February 1795 he convoyed a fleet of merchant ships to the Mediterranean; thence he went to Quebec, and afterwards was employed for some time in the North Sea. Later on he was sent out to the East Indies, and towards the end of 1797 into the China Seas, under the command of Captain Edward Cooke [q. v.], in whose company he entered Manila Bay under false colours, on 14 Jan. 1798, and carried off three Spanish gunboats. After some further cruising among the islands the Fox returned to India, where, on 18 June, Malcolm was appointed by Rear-admiral Rainier to be his flag-captain in the Suffolk, and afterwards in the Victorious. He continued to serve in this capacity during the war. On her homeward passage, in 1803, the Victorious proved exceedingly crazy, and, meeting with heavy weather in the North Atlantic, was with difficulty kept afloat till she reached the Tagus, where she was run ashore and broken up. Malcolm, with the officers and crew, returned to England in two vessels which he chartered at Lisbon.
In February 1804 Malcolm went out to the Mediterranean in the Royal Sovereign, in which, on her arrival, Sir Richard Bickerton [q. v.] hoisted his flag, and Malcolm was appointed to the Kent, then with Nelson before Toulon. He was, however, almost immediately sent to Naples, where, or in the neighbourhood, he remained during the year. His removal to the Renown in July did not change his station. It was not till the beginning of 1805 that he was permitted to rejoin the flag, and to exchange into the Donegal, in time to take part in the celebrated pursuit of the French fleet to the West Indies [see Nelson, Horatio]. On the return of the fleet to the Channel, the Donegal, with others, was sent to reinforce Collingwood off Cadiz, and was still there when Nelson resumed the command on 28 Sept. On 17 Oct. she was sent to Gibraltar for water and a hurried refit. On the 20th Malcolm learnt that the combined fleet was coming out of Cadiz. His ship was then in the Mole, nearly dismantled; but by the greatest exertions he got her out that night, and on the 22nd she sailed from Gibraltar with her foreyard towing alongside. It was blowing a gale from the westward, but she succeeded in getting through the Straits, and on the morning of the 24th rejoined the fleet, too late for the battle of Trafalgar, fought on the 21st, but in time to render most valuable assistance to the disabled ships and more disabled prizes. She captured the Rayo, which had made a sally from Cadiz on the 23rd; and in the night of the 24th, when some of the prisoners on board the French ship Berwick cut the cable and let her go on shore, on which she almost immediately broke up, the Donegal's boats succeeded in saving a considerable number of her men. She afterwards took charge of the Spanish prize Bahama, and brought her to Gibraltar. Writing to Sir Thomas Pasley on 16 Dec. Collingwood said: ‘Everybody was sorry Malcolm was not there [sc. at Trafalgar], because everybody knows his spirit, and his skill would have acquired him honour. He got out of the Gut when nobody else could, and was of infinite service to us after the action’ (Nicolas, vii. 242).
The Donegal continued off Cadiz till the close of the year, when she sailed for the West Indies with Sir John Duckworth [q. v.], and took an important part in the battle of St. Domingo, 6 Feb. 1806. Malcolm was afterwards sent home in charge of the prizes, and in a very heavy gale rescued the crew of the Brave as she was on the point of foundering. He received the gold medal for St. Domingo, and was presented by the Patriotic Fund with a vase valued at a hundred guineas. In 1808 he was engaged in convoying troops to the Peninsula, and in 1809, still in the Donegal, was attached to the Channel fleet, then commanded by Lord Gambier. The Donegal was paid off in 1811, and Malcolm was appointed to the Royal Oak, which he commanded off Cherbourg till March 1812, when he accepted the post of captain of the fleet to Lord Keith, his uncle by marriage. He was promoted to be rear-admiral on 4 Dec. 1813, but remained with Keith till June 1814, when, with his flag in the Royal Oak, he convoyed a detachment of the army from Bordeaux to North America, and served during the war with the United States as third in command under Sir Alexander Cochrane [q. v.] and Rear-admiral (afterwards Sir George) Cockburn [q. v.] On 2 Jan. 1815 he was nominated a K.C.B., and during ‘the hundred days' war’ commanded a squadron in the North Sea, in co-operation with the army under the Duke of Wellington. In 1816–17 he was commander-in-chief on the St. Helena station, specially appointed to enforce a rigid blockade of the island and to keep a close guard on Bonaparte. He was advanced to be vice-admiral on 19 July 1821, and commanded in chief in the Mediterranean from 1828 to 1831. In 1832 he