Davis belonged to a family of distinguished Royal huntsman; he was encouraged to paint animals by George III. After training with Sir Francis Bourgeois and at the RA Schools he became Animal Painter to George IV, William IV and Queen Victoria.

The painting was previously identified as the funeral procession of Queen Charlotte. It is that of Princess Charlotte and her stillborn son, who died on 6 November 1817 at Claremont House, Esher. Their coffins were placed in the hearse at about 5 pm on the 18 November and the cortege left Claremont for Windsor, where it proceeded along the High Street for the Funeral at St George's Chapel on the following day.

This ghostly evocation of the occasion shows the torch-lit procession passing the Guildhall in Windsor. An etching with aquatint by an unknown artist of 19 November 1817 is in the Royal Collection (RCIN 750745).