On the 1st of February, 1837, in the twenty-eighth year of his service, Sleeman was gazetted Major.
During the same year he made a tour in the interior of the Himalayas, which he described at length in an unpublished journal.

Later in the year he went down to Calcutta to see his boy started on the voyage home.
In February, 1839, he assumed charge of the office of Commissioner for the Suppression of Thuggee and Dacoity.

Up to that date the office of Commissioner for the Suppression of Dacoity had been separate from that of General Superintendent of the measures for the Suppression of Thuggee, and had been filled by another officer, Mr.
Hugh Eraser, of the Civil Service.

During the next two years Sleeman passed much of his time in the North-Western Provinces, now the Agra Province in the United Provinces of Agra and Oudh, making Muradabad his head-quarters, and thoroughly investigating the secret criminal organizations of Upper India.
In 1841 he was offered the coveted and lucrative post of Resident at Lucknow, vacant by the resignation of Colonel Low; but that officer, immediately after his resignation, lost all his savings through the failure of his bankers, and Sleeman, moved by a generous impulse, wrote to Colonel Low, begging him to retain the appointment.
Sleeman was then deputed on special duty to Bundelkhand to investigate the grave disorders in that province.

While at Jhansi in December, 1842, he narrowly escaped assassination by a dismissed Afghan sepoy, who poured the contents of a blunderbuss into a native officer in attendance.[3] During the troubles with Sindhia which culminated in the battle of Maharajpur, fought on the 29th December, 1843, Sleeman, who had become a Lieut.-Colonel, was Resident at Gwalior, and was actually in Sindhia's camp when the battle unexpectedly began.