He is reported to have been a Captain in the Earl of Leicester's militia, fighting with a commission from Elizabeth I, and under the banner of Henry of Navarre. He was thought to have died at the Battle of Ivry, France in 1590. However, the Reverend Cotton Mather of Boston wrote: "Thomas Dudley's father was Captain Roger Dudley, -- slain in the wars, when -- his son, and one only daughter were very young". The will of Thomas Dorne (Thorne) of Yardley Hastings, Gent., dated 29 Oct 1588, bequeathed "to the children of Susan Dudley, my Daughter, widow, £10 to be equally divided". (S1, S11). Therefore, Roger was dead at the time of the will of his father-in-law, which, written in 1588, eliminates the Battle of Ivry as a possible date for his death. It is most probable that he died at the Siege of Zutphen in 1586, having followed his kinsman, Robert Dudley, 1st Earl of Leicester, who was a principal figure in that battle, which also claimed the life of Leicester's nephew Sir Philip Sidney.