With the outbreak of the First World War, Keeling received a commission as an officer in the Indian Army Reserve of Officers. He served in the Mesopotamian Campaign, and was present at the surrender of Kut by the British at the hands of Ottoman forces. Following the surrender, he served as a prisoner of war in Turkey until his escape, which eventually landed him in Bolshevik Russia. Following his return to England, he served as the head of a special branch (responsible for Turkey and Bulgaria) in the British General Staff for enabling officers to escape. He was awarded the Military Cross in October 1918. He published his story as "Adventures in Turkey and Russia" in 1924.