When the First World War broke out in August 1914, Morshead resigned his teaching position and his commission in the Cadet Corps to travel to Sydney and enlist as a private in the 2nd Infantry Battalion of the First Australian Imperial Force. He was commissioned as a lieutenant in September. He landed at Anzac Cove, Gallipoli on 25 April 1915, and his battalion made the farthest advance of any Australian unit that day. Invalided to Australia, he became commander of the 33rd Infantry Battalion, which he led on the Western Front at Messines, Passchendaele, Villers-Bretonneux, and Amiens.