Gough started at Staff College, Camberley on 9 January 1899 but did not complete the course. Instead he was ordered on special service to South Africa on 25 October 1899, steaming from Southampton on 28 October and reaching Cape Town on 15 November. He was deployed to Natal, and was initially ordered by Colonel Ian Hamilton to act as instructor to one of the Rifle Associations (locally raised units of volunteer mounted infantry or light cavalry).