Parry was called to the Bar at the Inner Temple and practised as a member of Chester and North Wales Circuit. At the outbreak of the First World War, Parry enlisted and was a subaltern in the 5th Royal Welch Fusiliers, Territorials. He served in the European theatre, Gallipoli, Egypt and Palestine between 1914 and 1919. He was wounded at Suvla Bay and hospitalised in Cairo. By the time of his injury at Suvla, where he also contracted frostbite, Parry had risen to the rank of captain. He was also wounded three times in action in Gaza, by which time he had risen to the rank of major, in which conflict he won the Distinguished Service Order in 1917. For his bravery in other actions Parry was mentioned in despatches and won the Order of the Nile.