He took a leave of absence in May 1943 to enter the United States Army as a Major. Following training at the Army's School of Military Government, Cain was assigned to Allied Military Government for Occupied Territories (AMGOT) in Algiers, Algeria. After field training in Sicily, Cain participated in the invasion of Italy, landing on the beachhead at Salerno, Italy attached to a glider regiment of the U.S. 82nd Airborne Division on September 15, 1943. Cain was placed in charge of 29 towns and villages near Naples, Italy trying to meet the needs of starving displaced civilians caught between the two armies. Cain later served in various staff positions on the staff of the newly formed Allied Control Commission (ACC) and the Rome Area Command of the U.S. Fifth Army. He was present during the fighting for Monte Cassino and the invasion of Anzio, two of the bloodiest battles of the Italian campaign.