Khan served in the Somaliland War of 1902–1904, receiving the Jidballi medal and clasp, the British expedition to Tibet of 1903-1904 (for which he was Mentioned in Despatches), the European theatre of the Great War between 1914-15 (during which he was Mentioned in Despatches a further six times), and then in the Third Anglo-Afghan War. He was attached to the 18th King George's Own Lancers and later the 19th King George's Own Lancers.