Chesham held an appointment as lieutenant colonel of the Royal Buckinghamshire Hussars Yeomanry from 1889. In January 1900 he was appointed in command of the 10th battalion of the Imperial Yeomanry (which included companies from Buckinghamshire, Berkshire and Oxfordshire), serving in the Second Boer War, and received the temporary rank of colonel in the army.
Chesham held a lieutenant colonel position within the Royal Buckinghamshire Hussars Yeomanry from 1889. In January 1900, he took command of the 10th battalion of the Imperial Yeomanry (comprising companies from Buckinghamshire, Berkshire and Oxfordshire), serving in the Second Boer War, and was given the temporary rank of colonel within the army.