With the outbreak of the Boer War in 1899, Legge was appointed to command an infantry company, with Lieutenant William Holmes as one of his subalterns. The company left for South Africa in November 1899, and on arrival was incorporated in the Australian Regiment. Originally an infantry unit, this became mounted in February. Legge pushed for a separate identity for the New South Wales contingent, he succeeded and on 7 April 1900, the Australian Regiment was disbanded, and colonial regiments formed into a new mounted division under Lieutenant General Sir Ian Hamilton. Legge's company was incorporated into the 1st New South Wales Mounted Rifles. He saw action at Diamond Hill, Elands River, Vet River and Zand River. In December 1900, his company had completed its twelve-month tour and returned to Australia. Legge remained, serving as an intelligence officer.