Proby entered the Navy on 21 March 1798 as a midshipman aboard the 74-gun ship under the command of Captain Edward Berry, and serving as the flagship of Sir Horatio Nelson. Proby saw action at the Battle of the Nile on 1 August 1799, then transferred to the ship with Captain Berry, and while blockading Malta, took part in the capture, on 18 February 1800, of the ship and the armed store-ship "Ville de Marseilles". He also took part in the action of 31 March 1800 in which "Foudroyant", in company with the 64-gun ship and frigate , captured the French ship , the flagship of Rear-Admiral Denis Decrès, during which "Foudroyant" sustained a loss of 8 men killed and 64, including Proby, wounded.