Shelby planned and calvary incursion into Missouri's heartland, perhaps even to the state capital in Jefferson City. Besides disrupting Union control, the raid would give Conferderates the opportunity to retaliate against Union General Franz Sigel's recent burning of Bentonville, Arkansas.(64) The raid called for more than a thousand calvarymen under Shelby to dash north toward the Missouri River. Coffee was to command a third of Shelby's force. Shelby started in Arkadelphia, Akansas, on September 22, 1863; Coffee joined him at Crooked Prairie near Pineville. On October 4, at Neosho, Shelby and Coffee forced Union Captain C.B. McAfee to surender his troops and sizeable supply trains. Shelby paroled those captured, and took such supplies as his men could pack. Next the Confederates burned every house at Bowers Mill just north of Sarcoxie. Following a cold night's ride north to Greenfield, the advance units under Coffee's command arrived at the town at daylight on October 6. Here they surrounded and captured a garrison of fifty militia, siezed all available supplies and fired the Dade County Courthouse, used as a federal garrison.(65)

When Coffee joined his advanced horsemen at his hometown, the courthouse was in flames.(66) He immediately oredered the men to take the county's records from the burning building on the public square and place them in the residence of Judge Nelson McDowell. Despite his efforts to save the county records, Coffee learned following the war that his land records had been ripped from the county deed record book.(67)

To see the courthousem where he had practiced law, in flames no doubt saddened Coffee. But he was even more deeply saddened by another tragedy that had occoured while he was away from home. Less than two weeks before his return, his wife had died. Wether Coffee knew of this before his arrival remains unknown; and, history does not record what the bereaved Confederate calvary officer did during this brief stay. Coffee, however, probably visited the grave of his wife and certainly looked after the disposition of the five childern he had fathered.(68)

The courthouse fire abated, the family business settled, Coffee and his men continued north with the rest of Shelby's brigade. The horsemen crossed the Sac River at the Seybert Mill on the road to Melville (now Dadeville). On the morning of October 7, the Confederates began arriving from Greenfield. There they burned the Cedar County courthouse which had been turned into a Union fort. They then tourched the Caplinger and Crow water mills nearby and rode on to Fair Play in Polk County. They continued on to Humansville, Warsawm Cole Camp, Florence and Tipton, skirmishing with Union troops and capturing wagon trains. Some of the Confederate scouts came in sight of the night lights of Jefferson City, where General E.B. Brown's Union troops outnumbered Shelby's command more than three to one. Brown had left Jefferson City with 4,000 troops in pursuit of Shelby, Coffee and the Confederate force, which now had encamped near Boonville. General Schofield also had ordered General John McNeil to take 2,000 soldiers to intercept Shelby's brigade.