After being encouraged to pursue a singing career by Ernestine Schumann-Heink, Harrold moved to New York in 1906 to pursue studies in opera and acting. He made his stage debut in the summer of 1906 in the light operetta "The Social Whirl" at The Shubert Organization's Casino Theatre. The following year he portrayed Lord Drinkwell in the original production of Julian Edwards and Stanislaus Stange's "The Belle of London Town" at the Lincoln Square Theatre. In 1908 he performed in the touring vaudeville show "Wine, Women, & Song".