 Denly has spent several English off-seasons, starting in 2006–07, playing in Australia in the Sydney Grade Cricket competition for UTS Balmain (now known as Sydney Cricket Club), in part to improve his back foot play.He returned to the club for the 2016–17 season.On 9 September 2011, Denly surpassed his previous high score of 149 and recorded a score of 199 against Derbyshire.