Marsham joined the
Queen's Own West Kent Yeomanry (WKY), a
Territorial Force cavalry unit, in 1902 as a 2nd lieutenant, being promoted to 1st lieutenant in 1909. At the start of
World War I the WKY mobilised at
Canterbury and began training as part of the
South Eastern Mounted Brigade. In September 1915 the WKY sailed from
Liverpool to take part in the
Gallipoli campaign. After a short spell with the Yeomanry Base Depot on
Lemnos, Marsham joined his unit on the front line, serving dismounted as part of the
42nd (East Lancashire) Infantry Division. He was evacuated with the WKY from
Cape Helles in December 1915, moving to defend the
Suez Canal in Egypt in 1916. In 1916 Marsham took part in
operations against the Senussi in Egypt before the WKY embarked on a period of intensive retraining as a dedicated infantry unit during which they amalgamated with the
Royal East Kent Mounted Rifles to form the
10th Battalion of the Buffs. In March 1917 he was promoted to acting major before his battalion took part in the
Palestine campaign, including serving as a reserve unit during the
First Battle of Gaza. Marsham was taken ill shortly afterwards and returned to England in July 1917. He served the remainder of the war in Britain, being attached to the
RAF Cadet Brigade in October 1918 and the Irish Command Headquarters in March 1919. He relinquished his commission in September 1921 after having been transferred to the Territorial Force Reserve Depot in April 1919. He retained the rank of captain. ==Personal life==