President Teddy Roosevelt once remarked how impressed he was when meeting Lilly for the first time for a hunt. Lilly traveled all night to make the designated rendezvous and Roosevelt stated he has never met another man so indifferent to fatigue and hardship as Lilly.

“The morning Lilly joined us in camp, he had come on foot through the thick woods, followed by his two dogs, and had neither eaten nor drunk for twenty-four hours; for he did not like to drink the swamp water,” said Roosevelt. “It had rained hard throughout the night and he had no shelter, no rubber coat, nothing but the clothes he was wearing and the ground was too wet for him to lie on, so he perched in a crooked tree in the beating rain, much as if he had been a wild turkey. He equaled "" "Fenimore Cooper" Cooper's ‘Deerslayer’ in woodcraft, in hardihood, in simplicity — and also in loquacity.”

There was no higher praise from our 26th president.

Lilly was so established pursuing mountain lion and bears the Federal Government hired him as a nuisance hunter. Lilly was a hound man, always using his dogs to scent track his prey, and always had a dog tied to his waist while his pursuit hounds gave chase.