From 1902 to 1904, Belknap had duty in the Navys Bureau of Navigation. He served aboard the battleship from 1904 to 1905, and from 1905 to 1906 he was navigator and later executive officer of the battleship . He was promoted to lieutenant commander on 8 July 1905. From 1907 to 1910, he was the United States naval attaché to Germany at Berlin, and from 1908 to 1909 also was naval attaché to Italy at Rome and naval attaché to Austria-Hungary at Vienna. Following a devastating earthquake and tsunami at Messina, Italy, on 28 December 1908, he became the director of the American Red Cross relief ship effort that responded to the disaster and oversaw the construction of 16,000 homes at nine different locations in the vicinity of Messina and Reggio di Calabria. In 1910, he served as special ambassador and naval aide to former President Theodore Roosevelt at the funeral of King Edward VII in the United Kingdom.