Sykes had an eventful war. Having held, like his famous father, a Territorial Army commission in The Green Howards in 1927–30, he was commissioned in 1939 as a reserve officer in the regiment's newly formed 7th Battalion. In June 1940, Sykes joined SO1 (later Special Operations Executive), where he was personal assistant to Colonel Cudbert Thornhill. In October 1941, Sykes was sent out to Tehran as Deputy Director of Special Propaganda under diplomatic cover (Second Secretary at the British Legation) in the aftermath of the Anglo-Soviet invasion of Iran, where he remained until November 1942, when he was transferred to Cairo. Out of a job because his department had been wound up, Sykes found time to write a light novel, "High Minded Murder" (1944), something of a "roman à clef", set in wartime Cairo where Graham Greene's sister Elizabeth was living (Sykes mentions Greene in his biography of Waugh). Meanwhile, after failing to find any position as an intelligence officer in the Middle East, Sykes returned to the UK in May 1943, volunteered for the Special Air Service (SAS), and was posted to the Commando Training Depot at Achnacarry Castle, Invernesshire on 1 July 1943. As an SAS officer, Sykes, who spoke fluent French but could not pass as a native, undertook extremely hazardous work with the French Resistance: an experience which, like his friendship with Byron, was depicted in "Four Studies in Loyalty" (dedicated to the town of Vosges), this time in that book's last chapter.