Diplomatic Activities 
Robert went with his brother Anthony to Persia in 1598. Anthony was sent to the Safavid Persia from 1 December 1599 to May 1600, with 5,000 horses to train the Persian army according to the rules and customs of the English militia. He was also commanded to reform and retrain the artillery. When he left Persia, he left Robert behind with fourteen Englishmen, who remained in Persia for years. Having married Teresia (aka Teresa), a Circassian lady, he stayed in Persia until 1608, when Shah Abbas sent him on a diplomatic errand to James I and to other European princes, the Persian embassy to Europe (1609–1615). He was employed, as his brother had been, as ambassador to several princes of Christendom, for the purpose of uniting them in a confederacy against the Ottoman Empire.
He went first to Polish-Lithuanian Commonwealth, where he was entertained by Sigismund III Vasa. In June of that year he arrived in Germany, where he received the title of Earl (count palatine) and knight of the Roman Empire from the Emperor Rudolph II. Pope Paul V also conferred upon him the title of Earl. From Germany Sir Robert went to Florence and then Rome, where he entered on Sunday, 27 September 1609, attended by a suite of eighteen persons. He next visited Milan, and then proceeded to Genoa, whence he embarked to Spain, arriving in Barcelona in December 1609. He sent for his Persian wife and they remained in Spain, principally at Madrid, until the summer of 1611.
In 1613 he returned to Persia, but in 1615 he returned to Europe and lived in Madrid. In a pleasingly serendipitous meeting Shirley's caravan met Thomas Coryate, the eccentric traveller and travel writer (and attendant of Prince Henry's court in London), in the Persian desert in 1615. Shirley's third journey to Persia was undertaken in 1627, but soon after reaching the country he died at Qazvin, in what is nowadays northern Iran.