Peter Robert Denny was born on 5 Jan 1875 at Bellfield, Dumbarton. He was the elder brother of Captain Leon Serena Denny, also KDG (k.i.a. 1915). His father was William Denny, a shipbuilder who died in 1887. His mother was Lelia Mathilda Denny (née Serena. Her father was Italian) who re-married in April 1889, to Sir Bernard Samuelson 1st Bt. Peter Denny was educated at Winchester and after an attempt at a business career decided to join the army. His officer training was with the Militia Battalion of the Queen’s Royal West Surrey Regiment in which he passed out with a very high mark. On 4 July 1896 Lieutenant Denny went on to serve in the 1st King’s Dragoon Guards while they were stationed at Colchester. When the Boer War broke out he applied to be attached to the 14th Hussars and was appointed transport officer. He was promoted to Captain and commanded a squadron at the relief of Ladysmith. According to one source he was mortally wounded at Grootfontein, South Africa on 24 April 1900. A letter was written to his mother, Lady Samuelson, by Major O’Brien, 14th Hussars.
"His kindly nature and fine soldierly qualities endeared him to us all. He was a very fine specimen of an English (?) officer and gentleman. He was in command of a squadron and doing his work with the greatest keenness. Heavy firing had been going on on our left, where the 9th Lancers were engaged, when the 4th Cavalry Brigade was ordered to gallop down a basin and hold the heights on the other side. Immediately we got to the top (dismounted), we found the Boers were trying the same thing, and that some of them were on another ridge, somewhat higher on our left, and thus flanked us and prevented your poor son's squadron getting cover. It was here he was hit by a bullet right through the heart. He fell forward and his life must have passed away instantaneously, without any pain. This took place at Roodeskop, where he was buried with a sergeant of the 17th Lancers. The Colonel said a few words over him as the officers laid him to his last rest. It was a sad sight we will all of us remember for many a long day.
A small wooden cross was there and then made to mark the spot; and I can assure you there was not one dry eye among officers and men. It was hard to see a fine young spirit snatched from our midst, but the answer must remain with One above."
The following extract is from a letter from Major O'Brien to his father, Sir Terence O'Brien: -
"Here poor Captain Denny, K.D.G., attached 14th Hussars, was killed, shot right through the heart. Such a fine specimen of a young English officer, only 25 - as brave as a lion - yet as courteous and unassuming as it is possible to be - a really fine young character, who could not help being loved by all."