In the household of the 2nd Earl of Essex, 1595–1601
In April 1594, Bacon established his own residence in Bishopsgate near the Black Bull Inn and theatre. Bacon cultivated the friendship of a Scottish diplomat David Foulis to gain the favour of James VI of Scotland. He joked with another Scottish envoy James Colville, laird of Wemyss about the height of Sir Robert Cecil, a political opponent of the Earl of Essex.
The next year, he became Secretary of State for Robert Devereux, 2nd Earl of Essex and moved into Essex House. During this time, Essex House was the centre of the so-called "Shakespeare circle", a literary circle that involved the Earl of Essex, Sir Thomas Walsingham, and Henry Herbert, 2nd Earl of Pembroke. Sir Henry Cuffe and Sir Henry Wotton were also among the Earl of Essex's supporters at this time.
In 1595 the Chancellor of Scotland, John Maitland of Thirlestane, wrote to the Earl of Essex, trying to establish a correspondence, a future "diligent intercourse of intelligence" involving Bacon and the Scottish diplomat Richard Cockburn of Clerkington. Essex replied that he wrote only with the queen's knowledge, and they would be happy to receive letters from Maitland or Cockburn. Bacon met another Scottish envoy, William Keith of Delny, who wrote to him in November 1595 offering his services to Elizabeth against Spain. Bacon wrote to John Bothwell, stressing secrecy.
Anne of Denmark asked for the portraits of the Earl of Essex and Lady Rich, and James Hudson passed this request to Bacon on 5 December 1595. In 1596 Queen Elizabeth, via Bacon, sent her miniature portrait by Nicholas Hilliard to Prince Henry, and this was received by the Earl of Mar at Stirling Castle.
According to the Scottish diplomat and intriguer Archibald Douglas, James VI gave Bacon a valuable ring. The ring was selected from a goldsmith in London by the financier Thomas Foulis who gave it to Douglas to present to Bacon. Foulis accounted for the ring from the subsidy money the king received. Bacon later tried to pawn the ring with the same London goldsmith, who said it was worth only half the amount that Foulis had claimed.
In 1597 Bacon was MP for Oxford.
In 1601, Essex was accused, and then convicted, of high treason, with Bacon's brother Francis playing a role in Essex's prosecution. Anthony Bacon died shortly thereafter, at the home of Essex's widow Frances Walsingham. He is buried at St Olave Hart Street.