Proby Cautley was educated at Charterhouse School (1813–18), followed by the East India Company's Military Seminary at Addiscombe (1818–19). After less than a year there, he was commissioned second lieutenant and dispatched to India, joining the Bengal Presidency artillery in Calcutta. In 1825, he assisted Captain Robert Smith, the engineer in charge of constructing the Eastern Yamuna canal, also called the Doab canal. He was in charge of this canal for 12 years between 1831 and 1843. By 1836, he was Superintendent-General of Canals.