 His time at Middlesex was disappointing with him unable to perform consistently, scoring "just 1,829 Championship runs" in his time with the club and after averaging around 20 runs per innings in his final season with the club.Denly improved on his first-class high score in May 2016 when he scored 206 not out in the first innings of a match against Northamptonshire, his maiden first-class double century.He signed a long-term contract extension during August 2016, having made headlines earlier in the year when he retired not out in a County Championship match against Derbyshire at Derby when his wife went into labour unexpectedly early with the couple's first child.