With the outbreak of World War I in August 1914, Krueger was offered a post as an observer with the German Army but was forced to turn it down due to familial commitments. Instead, he was posted to the 10th Infantry of the Pennsylvania Army National Guard. The regiment was mobilized on 23 June 1916 and served along the Mexican border for five months as part of the Mexican Punitive Expedition under Major General John J. Pershing, although no National Guard units fought Mexican troops. The unit was mustered out in October 1916.