Upon the outbreak of the First World War, Wedderburn enlisted in the British Army as a private. He was the first person at Princeton to volunteer for that war, and had the longest war service of anyone on the staff. He served with the Seaforth Highlanders in France, as Lieutenant (1914), then as Captain of the 10th Battalion (1915–18). While a Captain in the Fourth Field Survey Battalion of the Royal Engineers in France, he devised sound-ranging equipment to locate enemy artillery.