His enemies in Scandinavia subdued, and apparently at his leisure, Cnut was able to accept an invitation to witness the accession in Rome of the Holy Roman Emperor Conrad II.
He left his affairs in the north and went from Denmark to the coronation at Easter 1027—a pilgrimage to the heart of Christendom being of considerable prestige for rulers of Europe in the Middle Ages.
On the return journey he wrote his letter of 1027, like his letter of 1019, informing his subjects in England of his intentions from abroad and proclaiming himself "king of all England and Denmark and the Norwegians and of some of the Swedes".

Consistent with his role as a Christian king, Cnut says he went to Rome to repent for his sins, to pray for redemption and the security of his subjects, and to negotiate with the Pope for a reduction in the costs of the pallium for English archbishops, and for a resolution to the competition between the archdioceses of Canterbury and Hamburg-Bremen for superiority over the Danish dioceses.
He also sought to improve the conditions for pilgrims, as well as merchants, on the road to Rome.
In his own words:
... I spoke with the Emperor himself and the Lord Pope and the princes there about the needs of all people of my entire realm, both English and Danes, that a juster law and securer peace might be granted to them on the road to Rome and that they should not be straitened by so many barriers along the road, and harassed by unjust tolls; and the Emperor agreed and likewise King Robert who governs most of these same toll gates.
And all the magnates confirmed by edict that my people, both merchants, and the others who travel to make their devotions, might go to Rome and return without being afflicted by barriers and toll collectors, in firm peace and secure in a just law.

— Cnut's letter of 1027, Trow 2005, p. 193
"Robert" in Cnut's text is probably a clerical error for Rudolph, the last ruler of an independent Kingdom of Burgundy.
Hence, the solemn word of the Pope, the Emperor and Rudolph was given with the witness of four archbishops, twenty bishops, and "innumerable multitudes of dukes and nobles", suggesting it was before the ceremonies were completed.
Cnut without doubt threw himself into his role with zest.
His image as a just Christian king, statesman and diplomat and crusader against unjustness, seems rooted in reality, as well as one he sought to project.

A good illustration of his status within Europe is the fact that Cnut and the King of Burgundy went alongside the emperor in the imperial procession and stood shoulder-to-shoulder with him on the same pedestal.
Cnut and the emperor, in accord with various sources, took to one another's company like brothers, for they were of a similar age.
Conrad gave Cnut lands in the Mark of Schleswig—the land-bridge between the Scandinavian kingdoms and the continent—as a token of their treaty of friendship.
Centuries of conflict in this area between the Danes and the Germans led to construction of the Danevirke, from Schleswig, on the Schlei, an inlet of the Baltic Sea, to the North Sea.

Cnut's visit to Rome was a triumph.
In the verse of Knútsdrápa, Sigvatr Þórðarson praises Cnut, his king, as being "dear to the Emperor, close to Peter".
In the days of Christendom, a king seen to be in favour with God could expect to be ruler over a happy kingdom.
He was surely in a stronger position, not only with the Church and the people, but also in the alliance with his southern rivals he was able to conclude his conflicts with his rivals in the north.
His letter not only tells his countrymen of his achievements in Rome, but also of his ambitions within the Scandinavian world at his arrival home:
... I, as I wish to be made known to you, returning by the same route that I took out, am going to Denmark to arrange peace and a firm treaty, in the counsel of all the Danes, with those races and people who would have deprived us of life and rule if they could, but they could not, God destroying their strength.
May he preserve us by his bounteous compassion in rule and honour and hencefor
His enemies in Scandinavia subdued, and apparently at his leisure, Cnut was able to accept an invitation to witness the accession in Rome of the Holy Roman Emperor Conrad II. He left his affairs in the north and went from Denmark to the coronation at Easter 1027—a pilgrimage to the heart of Christendom being of considerable prestige for rulers of Europe in the Middle Ages. On the return journey he wrote his letter of 1027, like his letter of 1019, informing his subjects in England of his intentions from abroad and proclaiming himself "king of all England and Denmark and the Norwegians and of some of the Swedes".
Consistent with his role as a Christian king, Cnut says he went to Rome to repent for his sins, to pray for redemption and the security of his subjects, and to negotiate with the Pope for a reduction in the costs of the pallium for English archbishops, and for a resolution to the competition between the archdioceses of Canterbury and Hamburg-Bremen for superiority over the Danish dioceses. He also sought to improve the conditions for pilgrims, as well as merchants, on the road to Rome. In his own words:
... I spoke with the Emperor himself and the Lord Pope and the princes there about the needs of all people of my entire realm, both English and Danes, that a juster law and securer peace might be granted to them on the road to Rome and that they should not be straitened by so many barriers along the road, and harassed by unjust tolls; and the Emperor agreed and likewise King Robert who governs most of these same toll gates. And all the magnates confirmed by edict that my people, both merchants, and the others who travel to make their devotions, might go to Rome and return without being afflicted by barriers and toll collectors, in firm peace and secure in a just law.
— Cnut's letter of 1027, Trow 2005, p. 193
"Robert" in Cnut's text is probably a clerical error for Rudolph, the last ruler of an independent Kingdom of Burgundy. Hence, the solemn word of the Pope, the Emperor and Rudolph was given with the witness of four archbishops, twenty bishops, and "innumerable multitudes of dukes and nobles", suggesting it was before the ceremonies were completed. Cnut without doubt threw himself into his role with zest. His image as a just Christian king, statesman and diplomat and crusader against unjustness, seems rooted in reality, as well as one he sought to project.
A good illustration of his status within Europe is the fact that Cnut and the King of Burgundy went alongside the emperor in the imperial procession and stood shoulder-to-shoulder with him on the same pedestal. Cnut and the emperor, in accord with various sources, took to one another's company like brothers, for they were of a similar age. Conrad gave Cnut lands in the Mark of Schleswig—the land-bridge between the Scandinavian kingdoms and the continent—as a token of their treaty of friendship. Centuries of conflict in this area between the Danes and the Germans led to construction of the Danevirke, from Schleswig, on the Schlei, an inlet of the Baltic Sea, to the North Sea.
Cnut's visit to Rome was a triumph. In the verse of Knútsdrápa, Sigvatr Þórðarson praises Cnut, his king, as being "dear to the Emperor, close to Peter". In the days of Christendom, a king seen to be in favour with God could expect to be ruler over a happy kingdom. He was surely in a stronger position, not only with the Church and the people, but also in the alliance with his southern rivals he was able to conclude his conflicts with his rivals in the north. His letter not only tells his countrymen of his achievements in Rome, but also of his ambitions within the Scandinavian world at his arrival home:
... I, as I wish to be made known to you, returning by the same route that I took out, am going to Denmark to arrange peace and a firm treaty, in the counsel of all the Danes, with those races and people who would have deprived us of life and rule if they could, but they could not, God destroying their strength. May he preserve us by his bounteous compassion in rule and honour and hencefor
Cnut the Great