Educated at Dulwich College, Gillman was commissioned into the Royal Field Artillery in July 1889. He was promoted to lieutenant on 27 July 1892, and to captain (supernumerary to the establishment) on 9 October 1899. He served in the Second Boer War 1899–1900, where he took part in the Relief of Kimberley, and the following battles of Paardeberg (late February 1900), Poplar Grove, and Driefontein (March 1900). In late 1901 he was in Southern Nigeria, where he was attached as a staff officer to the columns taking part in the Aro-Anglo war (November 1901 to March 1902), for which he was mentioned in despatches by the officer in command as an "invaluable officer, cool and full of energy". He was also appointed a Companion of the Distinguished Service Order (DSO) for services during the war. In May 1902 he received a regular appointment as captain of the 119 Battery of the Field Artillery. He later spent time in Southern Nigeria in 1902.