Sykes was the son of Henry Sykes and Margaret Sykes (née Sykes), and nephew of the artist Godfrey Sykes. Following civilian employment as a clerk and after working on a tea plantation in Ceylon, Sykes enlisted as a trooper in the Imperial Yeomanry Scouts regiment of the British Army at the start of the Second Boer War. Following capture, Sykes was forcibly marched across South Africa but was later abandoned and returned to the British forces. In 1900 he was commissioned into Lord Roberts' Bodyguard but suffered a serious wound to the chest which resulted in his being invalided back to Great Britain. On 2 October 1901 he was granted a regular commission as a second lieutenant in the 15th Hussars. He was posted to the West African Regiment and granted the local rank of lieutenant on 7 March 1903. He was promoted to the substantive rank of lieutenant on 29 July 1903.