 Denly has been described as an "occasional" leg-spin bowler with a style of bowling which is best suited to limited-overs cricket - his approach has been described as "he stands tall and brings the ball down with plenty of over-spin to pitch near the batsman’s toes and go under flailing bats".His best bowling figures in first-class cricket of 4/36 were taken during the 2018 season against Derbyshire at Derby, the first time he had taken four wickets in a first-class innings.Earlier in the same season he had taken 3/24 against Warwickshire at Tunbridge Wells with the wickets taken in six balls at the end of Warwickshire's second innings to win the match for Kent.