He acted as private secretary to Lord Roberts during his mission to the Cape in 1881, and was with the army occupying Egypt in 1882, thus furthering his military career and his experience of colonial administration. He was promoted Major in 1882. He was military secretary to the Marquess of Lansdowne during his governor-generalship of Canada from 1883 to 1885, and lived in Canada with his wife, Mary Caroline Grey, sister of Lord Grey, Governor General from 1904 to 1911, whom he had married in Britain on 28 July 1883. On this first Canadian visit, he was very active in raising a Canadian volunteer force to serve with the British Army in the Sudan Campaign of 1884. He served as Chief of Staff to General Middleton in the Riel Rebellion of 1885. When he was offered command of the North-West Mounted Police, he decided instead to pursue a political career in Britain. On his departure home to Britain, Canadian Prime Minister Sir John A. Macdonald apparently said to him, "I shall not live to see it, but some day Canada will welcome you back as Governor General".