Lord Wodehouse was commissioned a Lieutenant in the Norfolk Yeomanry in 1911 and served with them until the beginning of the First World War in 1914. He served as a Captain in the 16th Lancers during the war, when he was wounded and twice mentioned in despatches. He was at the Western Front in France from 1914 to 1917, and on the Italian Front during 1917–18. He won the MC in the latter year, and also received the Italian War Merit Cross. From 1921 to 1933 he was on the Reserve of Officers.