In the late 1630s, the court poet William Davenant applied his literary energies to Madagascar, an island off the eastern coast of Africa: ‘Thus in a dreame, I did adventure out…/Betweene the Southern Tropick and the Line’. While previous scholarship has highlighted the poem's ambiguous attitude towards empire, focusing on the rising interest in global travel and eastern diplomacy at Charles I's court, this article revisits the poem's genre and social context by focusing on its specific engagement with colonization. In doing so, it establishes Madagascar as an important example of how cavalier poets helped shape the aesthetics of early Stuart colonialism at court. The use of fancy – explored here through poetic style and wit sociability, female colonial networks at Henrietta Maria's court, and real and imagined objects, including Malagasy artefacts – becomes key to reconciling the seeming incongruities between the poem's lover‐conquerors and the colonial aspirations that underpinned the project.