As a lieutenant, he "served with great applause" in the army in Flanders, under the command of the Duke of Marlborough.

He afterwards sailed from the Thames in the Gambia Castle, a ship of the African Company, in command of a company of soldiers which...

As a lieutenant, he "served with great applause" in the army in Flanders, under the command of the Duke of Marlborough.

He afterwards sailed from the Thames in the Gambia Castle, a ship of the African Company, in command of a company of soldiers which was being sent to garrison the fort. The merchants of Gambia were supposed to victual this garrison, but the rations supplied were considered by Massey to be quite insufficient. He quarrelled with the Governor and merchants, and took his soldiers back on board the ship, and with Lowther, the second mate, seized the ship and turned pirate. Lowther and Massey eventually quarrelled, for the latter, being a soldier, "was solicitous to move in his own sphere"—that is, he wanted to land his troops and plunder the French West Indian settlements. In the end Massey and a few followers were permitted to go off in a captured sloop, and in this sailed for Port Royal, Jamaica. Arrived there, "with a bold countenance he went to the Governor" and told a long and plausible tale of how he had managed to escape from the pirates at the first opportunity. He deceived the sympathetic Governor, and was sent with Captain Laws to hunt for Lowther. Returning to Jamaica without finding Lowther, he was granted a "certificate of his surrender," and came to England as a passenger.

On reaching London, he wrote a narrative of the whole affair—or as much as he deemed wise—to the African Company, who, receiving the story with far less credulity than the Governor of Jamaica, returned him answer "that he should be fairly hanged," and very shortly afterwards he was, at Tyburn on July 26th, 1723.