In June 1915, nearly a year after Britain's entry into the First World War, Risk received his commission as a second lieutenant in the Gordon Highlanders. He won an MC and Bar, for "conspicuous gallantry and devotion to duty" in actions at Rœux Chemical Works during the Battle of Arras in spring 1917 and during the Battle of the Scarpe in August 1918. Risk rose to the rank of captain during the course of his war service, having been promoted to lieutenant in July 1917 and to captain in April 1918. He left his battalion on special leave to Britain on 25 September 1918 and would see no further action before the Armistice.