Brocklehurst was commissioned into the Royal Horse Guards in 1874. He served in the Anglo-Egyptian War in 1882 including the Battle of Kassasin, in the Sudan campaign of 1884 to 1885 and in the Second Boer War, achieving the rank of Major-General. In South Africa he commanded the 2nd Cavalry Brigade of the Natal Field Force and was in Ladysmith throughout the siege, but completed his service on the Staff and was placed on half-pay in January 1901. He retired from the army in 1908.