Robey was asked to help organise a charity football match in 1907 by friends of the Scottish football trainer James Miller, who had died the previous year. Robey compiled a team of amateur footballers from the theatrical profession and met Miller's former team Chelsea Football Club at their home ground. The match raised considerable proceeds for Miller's widow. Robey was proud of the match and joked: "I just wanted to make sure that Chelsea stay in the first division." In his spare time, Robey made violins, a hobby that he first took up during his years in Dresden. He became a skilled craftsman of the instrument, although he never intended for them to be played in public. Speaking in the 1960s, the violinist and composer Yehudi Menuhin, who played one of Robey's violins for a public performance during that decade, called the comedian's finished instrument "very professional". He was intrigued by the idea that a man as famous as Robey could produce such a "beautifully finished" instrument, unbeknown to the public. Robey was also an artist, and some of his pen and ink self-caricatures are kept at the National Portrait Gallery, London. Robey's first high-profile invitation came in the first decade of the 1900s from Hugh Lowther, 5th Earl of Lonsdale, who hired him as entertainment for a party he was hosting at Carlton House Terrace in Westminster. Soon afterwards, the comedian appeared for the first time before royalty when King Edward VII had Robey hired for several private functions. Robey performed a series of songs and monologues and introduced the "Mayor of Mudcumdyke", all of which was met with much praise and admiration from the royal watchers. He was later hired by Edward's son, the Prince of Wales (the future King George V), who arranged a performance at Carlton House Terrace for his friend Lord Curzon. In July 1912, at the invitation of the impresario Oswald Stoll, Robey took part for the first time in the Royal Command Performance, to which Cotes attributes "one of the prime factors in his continuing popularity". King George V and Queen Mary were "delighted" with Robey's comic sketch, in which he performed the "Mayor of Mudcumdyke" in public for the first time. Robey found the royal show to be a less daunting experience than the numerous private command performances that he gave during his career. At the outbreak of the First World War, Robey wished to enlist in the army but, now in his 40s, he was too old for active service.