Though Davout emerged from the Austrian campaign with the reputation in the army of having at last earned his Marshal's bâton, to the general public he still appeared as "a little smooth-pated, unpretending man, who was never tired of waltzing," but the campaign of 1806 made him nearly the best known of all the Marshals. Auerstädt was a masterpiece of minor tactics. Napoleon, thinking that he had before him at Jena the whole of the Prussian army, summoned to his aid Bernadotte, and thus left Davout with a force of twenty-three thousand men isolated on his right wing, with orders to push forward and try to get astride of the enemy's line of retreat.

It was in pursuance of this order that early in the morning of October 14, 1806, the Marshal, at the head of the advance guard of his corps, crossed the river Saale at Kösen and proceeded to seize the defile beyond the bridge through which ran the road to Naumberg. True to his motto of never leaving to another anything which he could possibly do himself, he had personally, on the previous evening, carefully reconnoitred the line of advance, and knew the importance of the village of Hassenhausen at the further end of the defile. Hardly had his advance guard seized this position and the heights commanding the road, when through the fog they saw approaching the masses of the enemy's cavalry; the fiery Prussian commander, Blücher, at once hastened to the attack, and again and again led his horsemen to the charge. Meanwhile Brunswick counter-ordered the retreat of the infantry and artillery. Soon the whole of the Prussian army, forty-five thousand strong, was engaged in the attempt to crush the small French force. But the Marshal was in his element, carefully husbanding his resources only to hurl them into the fray at the critical moment; feinting at his enemy's flanks; utilising every feature of the ground to prolong his resistance; galloping from square to square, his uniform black from powder, his cocked hat carried off by a bullet, encouraging his troops with short, sharp words, crying out, "The great Frederick believed that God gave the victory to the big battalions, but he lied; it is the obstinate people that win, and that's you and your general." From six in the morning the battle raged, but towards mid-day the Prussians, finding that they could make no impression on the enemy, began to slacken their attack. Davout seized the psychological moment to order his whole line to advance. Thereon the King of Prussia commanded his forces to retire, leaving a strong rear guard under Kalkreuth to prevent the French pursuit. But the French were in no condition to carry on an active pursuit, for out of twenty-three thousand men engaged they had lost almost eight thousand killed or wounded. It is quite true that man for man the French soldier in 1806 was superior in intelligence and patriotism to the Prussian, that the French staff was infinitely superior to the Prussian staff, and that there was no comparison between the morale of the two armies; but that alone does not explain how an army half the size of the enemy, caught as it was in the act of deploying from a defile, not only was not beaten absolutely, but actually defeated the superior force. The secret of the French success at Auerstädt lay in the character of their general. It was Davout's careful reconnaissance, his quickness to perceive in Hassenhausen the key of the position, his careful crowning of the heights covering the defile, the masterly way in which, while massing his men in the open to resist Blücher's fierce charges, he at the same time contrived so to expand his line as to threaten the flanks of his vastly superior foe, his indomitable courage in throwing his last reserve into the firing line, and his audacious counter-attack the moment he saw the Prussians wavering, which saved his force from what at the time looked like annihilation, and by sheer downright courage and self-confidence turned defeat into victory.

Pleased as the Emperor was at his lieutenant's victory, and much as he admired the way in which his subordinate had copied his own methods, showing that inflexibility of purpose, absolute disregard of the opinion of others, and unswerving belief in his own capacity which he knew were the factors of his own success, it did not suit his policy that a subordinate should attract the admiration of the army at large. Accordingly in his bulletins he glossed over the part played by Davout and belittled his success, but in his private letters he warmly praised the Marshal's courage and ability. Further, to reward him for lack of official praise, he gave the third corps the place of honour at the grand march past held at Berlin, when the inhabitants of the capital of Frederick the Great saw for the first time, with mingled hatred and surprise, "the lively, impudent, mean-looking little fellows" who had thrashed their own magnificent troops. On the following day the Emperor inspected the third corps, and thanked the officers and men for the great services they had rendered him, and paid a tribute to "the brave men I have lost, whom I regret as it were my own children, but who died on the field of honour." Pleased as the Marshal was with this somewhat tardy acknowledgment of his achievement, he was in no way inflated with pride; as General Ségur says of him: "Those who knew him best say that there was a sort of flavour of a bygone age in his inflexibility; stern towards himself and towards others, and above all in that stoical simplicity, high above all vanity, with which he ever strode forward, with shoulders square, and full intent to the accomplishment of his duty." But though success brought no pride in its train, it brought its burdens: the jealousy of the other Marshals was barely concealed, and as Davout wrote to his wife, "I am more than ever in need of the Emperor's goodwill ... few of my colleagues pardon me the good fortune the third corps had in beating the King of Prussia."

A winter spent in Poland amid these jealousies and far from his family was only endurable because of his attachment to the service and person of the Emperor. Immediately on entering the country which he was to govern for the next two years, the Marshal summed up the situation at a glance, and told the Emperor that the nobility would throw cold water on all schemes unless the French guaranteed them their independence.

With the spring of 1807 came the last phase of the war. At Heilsberg, Davout fought well, and two days later took his part in the great battle of Eylau, the most bloody of all Napoleon's battles. Bennigsen, the Russian commander, had turned at bay on his pursuers. On the morning of February 8th the French corps came hurrying up from all sides at the Emperor's commands. It was not, however, till mid-day that the third corps arrived on the scene of the action. Heavy snow blizzards obscured the scene, but the struggle raged fiercely on all sides, the Russians fighting like bulls, as the French said. The Emperor, on Davout's arrival, placed his corps on the right and ordered him to advance, but the enemy's cavalry and artillery effectually barred his way. All day long the contest lasted, men fighting hand to hand in a confused mêlée. All day long Davout, with obstinate courage, clung to the village which he seized in the morning, whence he threatened the Russian line of retreat. When night came he still held his position; at last the Emperor, fearing a renewal of the fight on the next day, gave orders at eight o'clock for the third corps to fall back on Eylau. But the Marshal, hearing of the commencement of the Russian retreat, disobeyed the Emperor, and thus, by his bold front, in conjunction with Soult, he was mainly instrumental in causing the enemy to leave the field. If Davout had been less obstinate, the French would have had to fight another battle on the following day, but thanks to him they were spared this fate, and the twenty-five thousand dead and wounded Frenchmen had not spent their blood in vain. The third corps escaped the horrors of Friedland, as it had been detached to intercept the enemy's line of retreat in the direction of Königsberg, and Tilsit saw the end of Davout's second campaign against the Russians.

But peace did not bring the opportunity of returning to his beloved France and the joys of home life; the Emperor in peace, as in war, could not spare the great administrative capacity, the stern discipline, and the rigid probity of the Marshal. "It is quite fair that I should give him enormous presents," said the Emperor, "for he takes no perquisites." So Davout found himself established nominally as commander of the army of occupation, and really as special adviser to the Government of the newly constituted Grand Duchy of Warsaw. It was a situation that required infinite tact, patience, and a stern will. The Poles longed for a restored kingdom of Poland. The Emperor could not grant this without offending his new friend the Czar, who, with the Emperor of Austria, looked with suspicion on the experiment of creating a Grand Duchy. So on one side the Marshal had to try to inspire confidence in the Poles by pretending that the Grand Duchy was merely a temporary experiment in the larger policy of restoring the kingdom, while on the other hand he had to assure the Austrians and Russians that nothing was further from the Emperor's thoughts than creating a power at Warsaw dangerous to them. Meanwhile there was plenty of occupation in getting provisions for his troops in a land always poor and but lately devastated by war, and in attempting to maintain order in a country full of adventurers where police were unknown. It was useless to attempt to get assistance from the Government, for there was no organisation, no division of duties among the different ministers, and nobody knew what his own particular business was. The situation was well summed up in a caricature which showed the ministers nicely dressed in their various uniforms but without heads. It was well for the new Government that they had at their side such a stern, disinterested adviser as Davout, ready to take the initiative and accept the responsibility of any act which he thought good for the community. Under his supervision the ministers' spheres of action were duly arranged: the state was saved from bankruptcy by importing bullion from Prussia and deporting the adventurers who were filling their own coffers by draining the money from the country. The monks who preached against the Government and fanned popular discontent were three times given twenty-four hours' notice to put their houses in order, and then quietly escorted across the frontier. A strong Polish force was raised, armed and equipped by Prince Poniatowski under the Marshal's supervision. As a reward for his labours the Emperor granted Davout three hundred thousand francs to buy a town house in Paris, and followed this up, in May, 1808, by creating him Duke of Auerstädt. But what pleased the Marshal more than all was that the Emperor allowed the Duchess to join him at Warsaw. This was a politic move, for the Emperor, knowing well the secret intention of Austria, could not afford to withdraw the warden of the marches from his outpost at Warsaw; but by sending the Duchess of Auerstädt to Poland he kept his faithful lieutenant content. However, the Duchess's visit to Poland was not a long one. By September, 1808, it became certain that Austria was making immense efforts to recover her possessions, and accordingly Napoleon very wisely began to concentrate his troops in Central Europe, and the Duke of Auerstädt's corps was recalled to Silesia in October, and was incorporated with the French troops in Prussia under the designation of the Army of the Rhine.

During the winter the Marshal was fully occupied in forcing Prussia to drain to the last dregs her cup of humiliation: extorting from her the immense ransom Napoleon had laid on her, and crushing her attempts at regeneration by hounding out of the country the patriotic Stein and his band of fellow-workers. From his cantonments round Berlin Davout was summoned in 1809 to take part in another struggle with Austria. The campaign opened disastrously for the French. The Archduke Charles commenced operations earlier than Napoleon had calculated, and accordingly the Grand Army found itself under the feeble command of the chief of the staff. Berthier, in blind obedience to the Emperor, who had misread the situation, was compelled to neglect the first principles of war and to attempt to block all possible lines of advance instead of concentrating in a strategic position. In consequence of this, the Duke of Auerstädt, in spite of his official protests, found himself at Ratisbon, isolated from the rest of the army, with no support within forty miles. From this dangerous position he was saved by the arrival of the Emperor at headquarters, who, recognising his own mistakes, immediately ordered a concentration on Abensberg. The retreat, or rather the flank march, in the face of eighty thousand Austrians under the Archduke Charles, was successfully carried out, thanks to the stubborn fighting of the troops and the lucky intervention of a tremendous thunderstorm, which forced the enemy to give up their attack at the critical moment when the French were crossing a difficult defile. Two days later the Emperor once again tested Davout's stubborn qualities, entrusting him with the duty of containing the main Austrian force while he disposed of the rest of the enemy. The result was the three days' fighting at Eckmühl; during the first two, Davout, unaided, held his own till on the third the Emperor arrived with supports and gave the Austrians the coup-de-grâce, but rewarded the Marshal for his tenacity by bestowing on him the title of Prince of Eckmühl.

Though his corps was not actually engaged at the battle of Aspern-Essling the Marshal had a large share in preventing a complete catastrophe. As soon as he heard of the breaking of the bridge he set about to organise a flotilla of boats, and it was thanks to the supplies of ammunition thus ferried across that the French troops on the north bank were able to hold their own and cover the retreat to the Isle of Lobau. While both sides were concentrating every available man for the great battle of Wagram, Davout was entrusted with the task of watching the Archduke John, whose army at Pressburg was the rallying point for the Hungarians. The moment the French preparations were complete, the Marshal, leaving a strong screen in front of the Archduke, swiftly fell back on the Isle of Lobau, and by thus hoodwinking the Archduke gave the Emperor an advantage of fifty thousand troops over the enemy. The Prince of Eckmühl's duty at the battle of Wagram was to turn the left flank of the enemy and, while interposing his corps between the two Archdukes, at the same time to threaten the enemy's rear and give an opportunity to the French centre to drive home a successful attack. It was a most difficult and dangerous operation, for at any moment the Archduke John might appear on the exposed right flank. Whilst Davout was marching and fighting to achieve his purpose, the main battle went against the French. The left and centre were thrown back, and it seemed as if the Austrians were bound to capture the bridge at Enzerdorff. Amid cries of "All is lost!" the French reserve artillery and baggage trains fled in confusion. But relief came at the critical moment, for the Prince of Eckmühl, hurling his steel-clad cuirassiers on the unbroken Austrian foot, losing nearly all his generals in the desperate hand-to-hand fighting on the slopes of the Neusiedel, at last gained the top of the plateau and forced the enemy to throw back his left flank and weaken his centre. The moment the Emperor saw the guns appear on the summit of the Neusiedel, he launched Macdonald's corps against the Austrian centre and sent his aide-de-camp to Masséna to tell him "to commence the attack ... the battle is gained." But Davout was unable to pursue his advantage over the enemy's left, for at the moment he gained the top of the plateau news arrived that Prince John's advance guard was in touch with his scouts; accordingly he halted and drew up in battle formation, ready at any moment to face the Hungarian troops should they attempt to attack his rear. Fortunately for the French the Archduke John forgot that an enemy is never so weak as after a successful attack, and instead of hurling his fresh troops on the weakened and disorganised French, he halted, and withdrew after dark towards Pressburg. When, during the pursuit of the battle, the Archduke Charles sent in a flag of truce offering to discuss terms, the Emperor called a council of war. There was a certain amount of difference of opinion, but Davout was for continuing the fight, pointing out that "once master of the road from Brünn, in two hours it would be possible to concentrate thirty thousand men across the Archduke's line of retreat." The Marshal's arguments seemed about to prevail when news arrived that Bruyère, commanding the cavalry, was seriously wounded. Thereon the Emperor changed his mind, crying out, "Look at it: death hovers over all my generals. Who knows but that within two hours I shall not hear that you are taken off? No; enough blood has been spilled; I accept the suspension of hostilities."

After the evacuation of the conquered territories the Marshal was appointed to command the Army of Germany. His duties were to enforce the continental system and to keep a stern eye on Prussia. The marriage with Marie Louise for the time being relieved tension in Central Europe, and accordingly in 1810 Davout was able to enjoy long periods of leave. He was present as colonel-general of the Guard at the imperial wedding, and at the interment of Lannes's remains in the Panthéon, and he did his turn of duty as general in attendance on the imperial household. His letters to his wife throw an interesting light on the imperial ménage. The officers in attendance were supplied with good, comfortable rooms and food, but had to find their own linen, plates, wax candles, firewood, and kitchen utensils; in a postscript he adds, "Not only must you send me all the above, but add towels, sheets, pillow-cases, &c.; until these arrive I have to sleep on the bare mattress."