With three sons already in the army and another already put up for the 7th Queen's Own Hussars, Byng's father did not think he could afford a regular army commission for his youngest son. Thus, at the age of 17, Byng was instead sent into the militia and on 12 December 1879 commissioned as a second lieutenant into the 2nd (Edmonton) Royal Middlesex Rifles (later known as 7th Battalion King's Royal Rifle Corps). He was promoted to lieutenant on 23 April 1881. During this period, Byng also developed a liking for theatre and music halls, and by the age of twenty had taken an interest in the banjo.