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In the novel The Floating Admiral, Sir Wilfrid Denny is a retired civil servant who lives in West End, a suburb of Whynmouth, in a house called Mardale. He was an acquaintance of Admiral Penistone.

Sir Wilfrid is described as being a "small, elderly man", and according to Mrs Davis, he is a "nice gentleman", who always has a cheery word and a joke.

Mrs Davis mentions that Sir Wilfrid is "hard up", and Inspector Rudge notices that the lawn at Mardale is neglected and overgrown, and that the house itself has been allowed to fall into a state of dilapidation.

On the morning after Admiral Penistone's death, Sir Wilfrid was called to London unexpectedly, and left Whynmouth by the first train.

Sir Wilfrid had worked for many years in the Hong Kong customs, and had retired in 1921, with a title and pension. He is about sixty-four years old, and is a widower. His wife had died in China, about fifteen years before, and his only son had been killed in the war. He had lived in Hertfordshire, before moving to Whynmouth in 1925.

Sir Wilfrid later tells Inspector Rudge that he had left Whynmouth on the day after the murder, because he had to go to Paris.

Sir Wilfrid is in his garden, syringing his roses with tobacco juice, when Inspector Rudge comes to Mardale to interview him. Sir Wilfrid is a rose enthusiast, and the rose-garden is the only part of Mardale which is not neglected like the rest of the grounds. It is his habit to stroll around the roses after dinner, as long as it is not raining.

Sir Wilfrid tells Inspector Rudge that the worst thing about the modern roses is that they do not keep their colour, and says that he prefers the old-fashioned ones. He shows the Inspector his latest importation, a rose called Mrs. G. A. van Rossem, with which he is not "altogether satisfied". He says that it has the mix-up of colours that seems to be popular now, but that he prefers his roses self-coloured.

Sir Wilfrid tells the Inspector that he and the Admiral had been acquaintances for a long time. He had been in Hong Kong when the then Captain Penistone was stationed there, and when the incident which ended Penistone's career took place. Sir Wilfrid says that there was no possibility that Penistone had been impersonated on that occasion.

It is later revealed that Sir Wilfrid killed Admiral Penistone and Célie Blanc. He tells the police that the Admiral had gone for him with a poker, and he killed him in self-defence.

Sir Wilfrid had been involved with a ring of opium-smugglers operating in Hong Kong. The then Captain Penistone had found out about the ring, and was "getting close on their track", so the gang made a plan to stop him. Sir Wilfrid persuaded Walter Fitzgerald to impersonate his uncle, while the real Captain Penistone was sandbagged and drugged. This was the incident that ended Captain Penistone's career.

Neddy Ware knew about Sir Wilfrid's involvement in the incident, and Sir Wilfrid occasionally paid him to keep his knowledge to himself. However, eventually Admiral Penistone found out, and went to see Sir Wilfrid. The Admiral attacked Sir Wilfrid with the poker, and Sir Wilfrid snatched up the first thing he could to defend himself, which was a trench dagger.

Walter and Neddy had advised Sir Wilfrid to report the incident to the police, saying that the Admiral's killing was justifiable homicide. However, Sir Wilfrid did not want to do this, as if he did, his involvement in the incident in Hong Kong would be revealed, and he would lose his pension. Sir Wilfrid left for Paris the next day, and only returned after Walter sent him word that no suspicion seemed to be attached to him.

Sir Wilfrid says that he had never really intended to kill Célie. She had been about to reveal what she knew about the Admiral's death, and he threatened her with the knife to make her keep silent. He made her hold the knife herself, with the point on her heart. She had attempted to escape when she heard the Hollands in the next room. In the struggle, he had mechanically tightened his grip on her, and this drove the knife in, and killed her.

Sir Wilfrid reveals that he had brought something from Paris, with which he intended to commit suicide. He had taken this poison just before making his confession, and thought that he had only about ten more minutes to live.

Sir Wilfrid is placed in a cell. It is revealed that Inspector Rudge had known about the poison, and had substituted it for bicarbonate of soda before Sir Wilfrid had taken it. However, Sir Wilfrid is later found dead in his cell. Major Twyfitt says that Sir Wilfrid was old, and knew he was going to die, so he just died.