As the Second World War loomed, Leavey joined up and served in the 5th Royal Inniskilling Dragoon Guards in France and Belgium; he only just escaped at Dunkirk, being one of the last to be evacuated. On arriving back in Britain the regiment underwent training in the midlands where Leavey organised a pack of fox hounds with which to go fox hunting.
As the threat of World War II increased, Leavey joined up and served with the 5th Royal Inniskilling Dragoon Guards in France and Belgium; he narrowly escaped at Dunkirk, being among the last to be rescued. Upon returning to Britain, the regiment trained in the midlands, where Leavey formed a pack of fox hounds for hunting.