Worsley joined the Army as an ensign in Colonel William Beveridge's Regiment of Foot (later the 14th Regiment of Foot) in 1689, becoming a lieutenant in 1693, and seeing action in Scotland and Flanders, where he was present at the battles of Landen and Namur. He transferred to become a captain in Colonel Francis Fergus O’Farrell’s Foot Regiment (later the 21st Foot) in 1693 and then as a captain-lieutenant in the 1st Foot Guards in 1700, rising in turn to captain and lieutenant-colonel between 1702 and 1708.