Gordon-Lennox was educated at Eton. He served in the Royal Navy between 1862–65. In 1867, he joined 1st Life Guards and, in 1867, transferred to Grenadier Guards. He served with 2nd Batt. Grenadier Guards in Egyptian campaign [the Anglo-Egyptian War] in 1882. He was the "Aide-de-Camp" to Prince George, Duke of Cambridge, 1883–95. He served in South Africa in 1900 as Military Secretary to Sir Alfred Milner, and latterly on the staff of Hugh Trenchard, 1st Viscount Trenchard.