Do I need a DI box to hook up my wah (Bad Horsie) to my AI Focusrite 2i4? I noticed the wah is slightly lower in volume/slightly less responsive when plugged directly into my 2i4.
 
I haven't really tested out a lot in using my pedals (just been using software sims), but was curious on setting this up. I also have a Digitech RP10 I'd like to use (once I get it out of storage).  

You shouldn't need a DI.
I run my guitar directly into my 2i2, and adding a wah wouldn't make the signal worse than that.
 
Also, the reason that I don't use my wah pedal anymore:  I bought the VKFX Wah from the Cakewalk instruments site.  It's quick to program, and better than my feet.  Now I don't bother with my Morley.

I think what you are seeing is the filtering effect of the wah reducing the signal a bit.  Not completely unexpected.  You could put a boost pedal in your chain or a distortion pedal with the volume up and drive all the way down if you are concerned about signal loss.

Thanks Matt & Dave!
I'll check out the VKFX, but I do like my Morley and remember having a lot of fun using it......and would like to get my foot on it once again.
 
So Dave, my chain would be: wah > distortion > 2i4?

I've a Bad Horsie II and can't say I've ever noticed a signal drop when using it. Not my favourite wah, but not a bad one either and at least unlike my ancient Cry Baby it doesn't need a steady diet of replacement potentiometers.
 
Ideally guitar gear expects to see an impedance of at least 1MOhm from whatever it's plugged into, unless the pedal output is low impedance due to being buffered in some way. I don't know if the BH is buffered, though the BHII is. In the real world, you may get away with less than 1MOhm, depending on the guitar, the rest of the gear and the sound you're looking for. A DI box with a very high input impedance may help, it may not.

Just a thought - if distortion (pedal or amp) or a compressor is after the wah the associated compression might be compressing the wah peaks down so much they don't make much difference to the tone and none to volume. Putting the distortion/fuzz/compressor before the wah solves that and makes the wah stand out much more. As an added bonus, you can even use Fuzz Face type circuits that way.
 

The intent of my distortion pedal suggestion was to provide only boost to the signal (not fuzz or distortion).  I do this going direct into my interface without a wah pedal and thought it might help Mesh with his concern.
 
So, Mesh, to answer your question, that is how I would try it.

my Palmer PDI-09, which i use for capturing line level signals off the speaker output of my guitar head,
can ALSO be used to run pedals ONLY into, 
and then that provides xlr or trs out to interface..
puts a 'speaker cabinet' filter on the output.....
 
it's sort of like a DI box, but really specialized for guitar

http://www.palmer-germany...-for-Guitars-PDI09.htm

Thanks everyone for all the great suggestions.......to the testing lab we go!!