Gault was educated at Bishop's College School, Lennoxville, and afterwards at McGill University in preparation for taking science at Oxford University. Instead, he took the opportunity to be commissioned into the 2nd Royal Canadian Dragoons for service in the Boer Wars. He served with distinction in South Africa and returned with the Queen's Medal and three clasps. Unsuccessful in his attempt to join a British Cavalry regiment, he returned to Montreal as a Captain with the 5th Black Watch (Royal Highland Regiment) of Canada.