After the outbreak of the First World War in 1914, many British regiments based around the world returned to join the fighting on the Western Front, the Highland Light Infantry returned in late 1914 and was in the trenches by the beginning of 1915. During the battles of 1915, Murray-Lyon was promoted to temporary captain and wounded twice and was mentioned in despatches and received the Military Cross for his actions in Flanders. After recovering from his wounds, he was based in England during 1916 as a major and Adjutant of the 4th Battalion.