In 1898, Rynning discovered that the war with Spain had begun and that his old friend, Colonel Leonard Wood, was raising a volunteer cavalry regiment, which later became known as Theodore Roosevelt's Rough Riders. He enlisted as a private and returned from the war a second lieutenant in Troop B, 1st United States Volunteer Cavalry Regiment. During the Battle of San Juan Heights, Rynning took command of the American line following the death of Captain Buckey O'Neill. A few minutes later he led the Rough Riders up Kettle Hill and was the first American to reach the summit. Under heavy fire from the nearby San Huan Hill, Rynning ordered his men to wave the regiment's flag to rally the others and it was during this time that the flag was badly holed. The flag is now preserved by the Department of Library and Archives in the state capitol building in Phoenix, Arizona. After that, Rynning joined Theodore Roosevelt in the charge up San Juan Hill, which ended the battle with an American victory.