After his retirement from the RGS presidency, Markham led an active life as a writer and traveller. He wrote biographies of the English kings Edward IV and Richard III, and of his old naval friend Admiral Sir Leopold McClintock; he also kept up his editing and translating work. He continued to produce papers for the RGS, and remained president of the Hakluyt Society until 1910. Markham continued to travel extensively in Europe, and in 1906 cruised with the Mediterranean squadron, where Scott was acting as flag captain to Rear Admiral George Egerton. When, in 1909, Scott announced his plans for a new Antarctic venture, the "Terra Nova" expedition, Markham assisted with fundraising and served on the expedition's organising committee, arranging the deal which brought in Lieutenant "Teddy" Evans as second-in-command, in return for the abandonment of Evans's own expedition plans.