Lascelles joined the British Army where he was commissioned as a second lieutenant into the Grenadier Guards (his father's regiment) in 1942, attaining the rank of captain. He fought with the 3rd Battalion of the regiment, part of the 1st Guards Brigade of the 78th Infantry Division (the brigade was later transferred to the 6th Armoured Division), serving in North Africa and Italy, but was wounded and captured at Monte Corno on 18 June 1944, the anniversary of both his father's injury in the First World War and the Battle of Waterloo, in which his great-great-grandfather was injured.