Two weeks after capturing New Orleans, Farragut started up the Mississippi with repaired and resupplied warships. Although not an easy voyage, the northern troops pressed on. Baton Rouge fell first. On May 12, 1862, Natchez surrendered without a fight.

The first advance Union units arrived off the coast of Vicksburg on May 18, whereby Commander Samuel P Lee of the USS Oneida delivered an order for the surrender of the city. The city's reply, delivered five hours later, was "No!" According to Colonel James L. Autry, Military commander of Vicksburg, "Mississippians don't know and refuse to learn how to surrender to an enemy."

After a period of intermittent bombardment from the river, Farragut conceded that he could not run his fleet past the "Gibraltar of the Mississippi." As he was not equipped for river combat, his guns could not be elevated high enough to strike the city, and 1,400 troops would be hard pressed to scale the hills to overtake the garrison. Farragut withdrew his ships and returned to New Orleans.

Farragut arrived off Vicksburg again on June 25, with a force including 3,200 troops on transports and several mortar schooners designed to bombard the elevated shore batteries. The following two days of bombardment marked the city's first concentrated assault and provided her first casualties.

The bombardment was only the beginning of continuing strife for the residents of Vicksburg. During the historic Siege of Vicksburg, the citizens of Vicksburg and her defenders began living in caves dug out of the hillsides, conducting their daily business as well as possible ... while under constant bombardment from all sides. The siege caves of Vicksburg have long remained one of the most unique aspects of the city.