Lyall joined the Canadian Militia in October 1914, and was posted to the 19th Regiment. He served as a guard on the canal at Niagara for several months before enlisting in the Canadian Expeditionary Force. After being shipped to England, he was posted to the 81st Battalion in October 1915 and was quickly made an acting corporal. Arriving on the Western Front in France in 1916, he participated in the Battle of the Somme and then the Battle of Vimy Ridge.