Following schooling at Eton College, Thorpe was commissioned into the Army on 8 September 1897 as a 2nd Lieutenant in the Argyll and Sutherland Highlanders. He was promoted to the rank of Lieutenant on 16 July 1899 and served in the Second Boer War; wounded, he received the Queen's and King's South Africa Medals with clasps for service at the battles of Modder River and Pandaardeberg, and in Transvaal and South Africa (1901 and 1902). On 15 October 1901, he was posted as a Station Staff Officer.