Ellsworth accompanied Morgan on his unauthorized great raid into Indiana and Ohio in 1863, but he escaped capture by swimming across the Ohio River with his portable telegraph, hanging on to a mule, at the Battle of Buffington Island. After Morgan made his escape from a Yankee prison, Ellsworth accompanied him on his last Kentucky Raid in 1864. Morgan was killed, and Ellsworth himself was captured at Cynthiana, Kentucky, but he soon managed to escape and made his way to Canada. Confederate secret agent Thomas Hines met him there, and he enlisted Ellsworth's help in an unsuccessful attempt to free Confederate POWs in the North.