Australia
In 1911 Lord Denman was appointed Governor-General of Australia. The Denmans left London at the end of June and travelled to Marseille from where they set sail for Melbourne, arriving on 31 July. The Denman children arrived later, having been sent via the Cape to avoid the heat of the Red Sea. The Denmans received a favourable welcome despite the tendency of the Australian press to poke fun at the English, and Lord Denman formed a cordial relationship with the Labor Government leader Andrew Fisher and his Attorney-General Billy Hughes.
As well as the large number of official engagements that Lady Denman was required to attend as the wife of the Governor-General, she also found time to take an interest in the National Council of Women of each State. Lady Denman met the councils in all the States and encouraged them at their first interstate conference in 1912 to meet together annually so that all could work toward the same objectives. Another area in which Lady Denman took a particular interest was that of bush nursing. Bush nursing was a service to those living in remote and scattered areas far from doctors and hospital facilities. Lady Denman's predecessor, Lady Dudley, had promoted the idea of a self-supporting scheme in each state and had started raising funds for the project. When Denman arrived in 1911 just one nurse had been appointed; by the end of the year four nurses were at work. In 1912 she opened two new centres and the following year she presided at the Bush Nursing Association's annual meeting. By the time the Denmans left Australia, her interest and support had led to the establishment of almost twenty Bush Nursing Centres in Victoria alone.
Among her other interests were the arts; the Melbourne Repertory Theatre Club, founded by Gregan McMahon, which she supported by attending productions, entertaining the company at Government House, and aiding their efforts to raise funds; she opened the first exhibition of the national Australian Art Association at the Melbourne Athenaeum on 8 May 1913; and Denman also organised an exhibition of old furniture, silver and china at Government House in April 1914. She collected over 500 exhibits, many from her own collections and those of her friend Nellie Melba. The exhibition was a great success with over 20,000 people attending over ten days, and the profits split between the Theatre club and the Arts and Crafts Society.
On 11 March 1913 Lady Denman accompanied her husband and the rest of a Vice-Regal party to the Yass-Canberra district of New South Wales. The following day they were to perform the official opening ceremony of the new capital of Australia. The Minister for Home Affairs, King O'Malley, was determined that a start should be made on the new capital during the Labor government's term of office, and that a formal ceremony should be held, even though the participants would have to camp out in the bush. For some time before the ceremony itself, the name chosen for the new capital had been the subject of some controversy. Many names had been put forward, but the one chosen by the Cabinet was kept secret, even from the Governor-General, until the moment of its announcement.
Five hundred official guests and almost 5,000 people travelled in special trains to witness the spectacle. Lord Denman laid the first foundation stone, the Prime Minister and O'Malley laid the second and third stones. The moment had arrived for the naming of the new capital. As well as the choice of name there had been much discussion in the Cabinet as to how the new name should be pronounced. It was decided that whatever pronunciation Lady Denman gave when she read out the name would be the one officially adopted. At noon, Mrs O'Malley presented to Lady Denman a gold case containing a card on which the chosen name was written. Amid a fanfare of trumpets and the bands playing 'All people that on earth do dwell', she made her way to a dais. The music ceased and Lady Denman said, "I name the capital of Australia Canberra." There were loud cheers, and while the artillery fired a twenty-one gun salute, the bands played "Advance Australia Fair" and "God Save the King". The date is now celebrated in the national capital as "Canberra Day".
While Lady Denman and her children accepted life in Australia, and made the most of the opportunities it had to offer, Lord Denman found it uncomfortable and his health was not good. He was frequently in bed with colds and asthma, and his hay fever was especially serious on account of the pollen laden blooms of Australia's national flower, the wattle. Denman had an affair with one of her husband's aides, John Arnold Cuthbert Quilter (1875–1915) during this time. Early in November 1913, Lord Denman announced to the Colonial Secretary Lord Harcourt his desire to resign. Eventually his request was accepted and the Denmans left Australia amid a barrage of laudatory farewell addresses in May 1914.