On returning to the United Kingdom in 1916, Wild volunteered for duty during World War I and was made a temporary lieutenant in the Royal Naval Volunteer Reserve. After taking a Russian language course, Wild became the Royal Navy's transport officer at Archangel, where he superintended the war materials which arrived during the Allied intervention in Russia. After the war, Wild went to South Africa, where he farmed in British Nyasaland with Francis Bickerton and James McIlroy, two former Antarctic comrades.