Before leading his own expeditions, he was part of the Discovery Expedition.

The Discovery Expedition got underway in 1901. Its objective is to conduct a geographical and scientific exploration of Antarctica. Ernest Shackleton set out on a mission to attempt to reach the southernmost high latitudes with expedition commander Robert Falcon Scott and scientist Edward Wilson. The official National Antarctic Expedition of the UK is called the Discovery Expedition after the ship Discovery. They broke the previous record for the most southern latitude at the time, which was 82°17', even though they did not reach the South Pole.

The Discovery sailed from London on July 31st, passing through Cape Town and New Zealand before making landfall on the Antarctic coast on January 8th, 1902. On February 4, Shackleton continued to take part in an experimental balloon flight and the expedition's first sleigh ride since its winter rest in McMurdo Sound.

On February 4, 1903, the party boarded the ship; none of the 22 dogs had survived the march. All three men had snow blindness, frostbite, and scurvy, and Scott sent Shackleton to his own country aboard the relief ship Morning following a futile medical examination. Due to his seriously compromised condition, Ernest Shackleton was unable to contribute on the return trek.