In 1885, soon after graduating from the Royal Military College, Sandhurst, Dyer was commissioned into the Queen's Royal Regiment (West Surrey) as a lieutenant, and performed riot control duties in Belfast (1886) and served in the Third Burmese War (1886–87). He transferred to the Bengal Army, initially joining the Bengal Staff Corps as a lieutenant in 1887. He was attached to the 39th Bengal Infantry, later transferring to the 29th Punjabis. He married Frances Annie Ommaney, the daughter of Edmund Piper Ommaney, on 4 April 1888, in St Martin's Church, Jhansi, India. The first of their three children, Gladys, was born in Shimla, India, in 1889. Dyer served in the latter in the Black Mountain campaign (1888), the Chitral Relief (1895) (promoted to captain in 1896) and the Mahsud blockade (1901–02). In 1901 he was appointed a deputy assistant adjutant general.