Gault purchased a biplane before the First World War. Both he and his second wife were enthusiastic aviators. Gault also introduced the daughter of his deceased fiancée, Patricia Blackader, to flying when he and his wife took her up in their Gypsy Moth in Lausanne. After flying over Paris with disregard for aviation rules, the three narrowly escaped arrest on their return to Le Bourget airport. In 1933, as part of a party that included Lynsdey Everard, Lt.-Col. Arthur Borton V.C. and Mr & Mrs Runciman, they flew to Germany for a holiday and were met by Adolf Hitler and Hermann Göring.