At the start of World War I Bryan volunteered for service with the Honourable Artillery Company (HAC), joining as a Private on 26 August 1914. He served with the HAC in Northern France in 1914 and was wounded by shellfire in November 1914 towards the end of the First Battle of Ypres and evacuated to England. He rejoined the HAC in January 1915 in London but in February was commissioned as a 2nd Lieutenant in the 2/5th Manchester Regiment, the regiment his father had been a Lieutenant colonel in.