McLeay enlisted in the Australian Imperial Force (AIF) in May 1915. He served with medical units in the Middle East and on the Western Front. While stationed in France as a stretcher-bearer with the 13th Field Ambulance, he was awarded the Military Medal for bravery on the opening day of the Second Battle of Villers-Bretonneux in April 1918. He was formally discharged from the military in October 1919.