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In 1712, foreseeing the end of the War of the Spanish Succession and the need for privateers, Dolzell turned to piracy. In January 1713, the Scotsman and his crew captured a merchant ship of the East India Company, the Amazon Galley, but were attacked by Edward Thatch, then a privateer of her Majesty Queen Anne. Differing accounts stemmed from Dolzell's departure from the ship, with some sailors saying that they had seen him jump overboard and swim away from the fight, while others stated that he was thrown into the sea by a cannon-ball explosion.
- Dolzell appears to be partially based on Scottish pirate Alexander Dalzeel.