Wheeler-Nicholson spent his boyhood both in Portland and on a horse ranch in Washington state. Raised riding horses, he went on to attend the military academy The Manlius School in DeWitt, New York, and in 1917 joined the U.S. Cavalry as a second lieutenant. According to differing sources, he rose to become either "the youngest major in the Army", the youngest in the Cavalry, or, as per the family, one of the youngest in the Cavalry, at age 27, By his own account, he "chased bandits on the Mexican border, fought fevers and played polo in the Philippines, led a battalion of infantry against the Bolsheviki in Siberia, helped straighten out the affairs of the army in France commanded the headquarters cavalry of the American force in the Rhine". His outposts included Japan; London, England; and Germany. After World War I, Wheeler-Nicholson was sent to study at Saint-Cyr in Paris, France.