He bore a telegram reading: COLONEL WILLIAM F.CODY, Fort Yates, N.D.: The order for the detention of Sitting Bull has been rescinded.
You are hereby ordered to return to Chicago and report to General Miles.
BENJAMIN HARRISON, President.
That ended my mission to Sitting Bull.

I still believe I could have got safely through the country, though there were plenty of chances that I would be killed or wounded in the attempt.
I returned to the Post, turned back my presents at a loss to myself, and paid the interpreter fifty dollars for his day's work.

He was very glad to have the fifty and a whole skin, for he could not figure how the five hundred would be of much help to him if he had been stretched out on the Plains with an Indian bullet through him.
I was supplied with conveyance back to Mandan by Colonel Brown and took my departure the next morning.

Afterward, in Indianapolis, President Harrison informed me that he had allowed himself to be persuaded against my mission in opposition to his own judgment, and said he was very sorry that he had not allowed me to proceed.
It developed afterward that the people who had moved the President to interfere consisted of a party of philanthropists who advanced the argument that my visit would precipitate a war in which Sitting Bull would be killed, and it was to spare the life of this man that I was stopped! The result of the President's order was that the Ghost Dance War followed very shortly, and with it came the death of Sitting Bull.
I found that General Miles knew exactly why I had been turned back from my trip to Sitting Bull.

But he was a soldier, and made no criticism of the order of a superior.