Admiral Nelson fell at the Battle of Trafalgar on 21 October, 1805. His body lay in state in the Painted Hall at Greenwich from 5 to 7 January, 1806 before it was carried in a procession up the Thames to lie overnight at the Admiralty at Whitehall on 8 January. The funeral and internment took place at St Paul's Cathedral the following day.

This painting depicts the funeral procession on the Thames from the vantage point of a storehouse on the south bank, located approximately where Southwark Bridge lies today. St Paul's Cathedral can be seen at the left of the composition and Old London Bridge lies to the right. A similar painting by Turner of a slightly later stage in the procession is in the collection of the Museum of London and a view down the river, the procession heading in the direction of the viewer, is in the collection of the National Maritime Museum.