In early May 1815, Coghlan was captain of HMS "Alcmene" as second in command of a British squadron headed by Captain Robert Campbell of on its way to the bay of Naples during the Neapolitan War. Joachim Murat, the King of Naples was about to be deposed after his defeat by the Austrians at Tolentino. The British squadron managed to prevent two Neapolitan line-of-battle ships, "Joachim" and "Capri", escaping to France. On board were Napoleon's mother, his brother Jérôme, his sister Pauline and Murat's children together "with all the crown jewels, much public treasure, the pictures and other costly moveables of the palace. The whole of this valuable property, upon its arrival at Toulon would of course have been at the disposal of Buonaparte". It was all returned to the Sicilian Court.