Denly was born in Canterbury in 1986. He attended Chaucer Technology School in the city. Denly's brother, Sam, is manager of Kent-based football club Hythe Town.

Denly played for Kent County Cricket Club at every age level and was a member of the county's cricket academy. He made his first-class debut against Oxford University in 2004 and played his debut County Championship match against Gloucestershire in 2005. At the end of the season he was offered an extension to his contract. He played for England at under-17, 18 and 19 level.

In 2006 Denly represented Gore Court in the Kent Cricket League, having previously represented Whitstable in the same league, averaging 61.75.

In 2007, Denly carried his bat for 115 not out out of a Kent total of only 199 against Hampshire at Canterbury. In July Denly was called up to the England Lions squad for the match against India, and made 83 off 90 balls. In his first season, he brought up 1000 first-class runs.

The 2008 season began slowly with a series of low scores. He did, however, make a career best score of 149 against Somerset at Tunbridge Wells and go on to end the season as one of the year's highly rated players.

Denly has spent several English off-seasons, starting in 2006–07, playing in Australia in the Sydney Grade Cricket competition for UTS Balmain (now known as Sydney Cricket Club), in part to improve his back foot play. He returned to the club for the 2016–17 season.

Denly was called up to England's squad for the One Day International (ODI) series against Australia on 17 August 2009, and made his international debut in the ODI match against Ireland on 27 August 2009, opening the innings and top-scoring with 67. Denly made his international Twenty20 debut against Australia on