In 1797, following his part in the victory at the Battle of Cape St Vincent, Nelson received his first official honour, as a Knight of the most honourable Order of the Bath.

This was an Order which had existed in ancient times. Bathing as a purification ritual was probably introduced in a religious context with knighthood in the 11th century.

The Order was reintroduced in 1725 by King George I and was conferred as a reward for military service or for exemplary civilian merit. From it's reintroduction, Henry VII's Chapel in Westminster Abbey was appointed as the place for the installation of knights. It has remained the chapel of the Order ever since. Until 1815 the maximum number of knights at any one time was thirty-five.

Nelson had previously been advised that his reward would be a baronetcy but his response was "No. No. If they want to mark my services, it must not be in that manner. If my services have been of any value, let them be noticed in a way that the public may know me." In a letter to Sir Gilbert Elliot he explained the reason he was reluctant to accept a baronetcy i.e. that he could not afford to maintain a hereditary title. However, there were "other Honours which died with the possessor, and which he would be proud to accept if his efforts were thought worthy of the favour of the King." He had already inimated that he had his eye on the Order of the Bath.  

This Order would entitle Nelson to be referred to as "Sir", and to wear either a riband and star, or a collar and badge. The star has three crowns surrounded by the motto "Tria Juncta in Uno", and the riband is red. The collar consists of crowns and knots interlinked with the badge suspended from it. The ceremonial robes are of bright red silk, with the badge on the left breast. It was traditional for Knights to wear their sashes at all times. When this was impractical for Nelson, he sported an embroidered copy of the star on his uniform.

Nelson did not officially receive his Order until May 1803. This was the first investiture since 1788 - a ceremony only inferior in pomp to a coronation. Since by this date he had rejoined the Mediterranean fleet it was received by a proxy - William, the cousin and husband of Nelson's niece Kitty. Protocol demanded that proxies be knights, at the least, so William had to be hastily knighted.   

NELSON'S ACHIEVEMENT OF ARMS

For his investiture in Westminster Nelson required a heraldic banner and he was granted the following by the College of Arms.

GRANT OF THE ARMORIAL ENSIGNS OF THE HONOURABLE ORDER OF THE BATH

We……..grant, exemplify, and confirm to the said Sir HORATIO NELSON the Arms following, that is to say, Or, a Cross - Flory Sable, a Bend Gules, surmounted by another engrailed of the Field, charged with three Bombs, fired proper. And for the Crest on a wreath of the colours, the Stern of a Spanish Man of War, proper, thereon inscribed "San Joseph;" being the name of one of the line of battle ships, taken in the Engagement with the Spanish Fleet, off Cape St. Vincent, on the fourteenth day of February, 1797, by His Majesty's Fleet, under the command of Sir John Jervis, Knight of the Most Honourable Order of the Bath (now Earl of Saint Vincent,) to be borne and used for ever hereafter by him the said Rear Admiral Sir HORATIO NELSON (as a memorial of his distinguished Services and Merits, which will be more particularly stated in his Patent of Supporters) and his descendants, and by those of his said father, Edmund Nelson, with due and proper differences according to the laws of Arms, without the let or interruption of any person or persons whatsoever.  

HIS MAJESTY'S GRANT TO SIR H. NELSON, K.B. OF SUPPORTERS TO HIS ARMORIAL ENSIGNS.

The King's Most Excellent Majesty………….hath been graciously pleased to constitute him a Knight Companion of the Most Honourable Military Order of the Bath.

 Know ye, therefore, that I………….do grant and assign, to the said Sir Horatio Nelson, the Supporters following, that is to say, On the dexter a Sailor armed with a Cutlass and a Pair of Pistols, in his belt proper, the exterior hand supporting a Staff, thereon hoisted a Commodore's Flag Gules: On the Sinister, a Lion rampant, re-guardant proper, in his mouth a broken Flag-staff, therefrom flowing a Spanish Flag, Or and Guls, to be borne hereafter etc. etc.  

Whilst it was not part of the grant, Nelson used the family motto, "Faith and Works" and, as Knight of the Bath, surrounded his arms with the circlet of the Order inscribed "Tria Juncta in Uno."