Wedgwood was commissioned as a second lieutenant in the 5th Bn North Staffordshire Regiment, a Territorial Force infantry unit, in 1909, and was recommissioned in 1911. The First World War began in 1914, the 1/5th Bn North Staffs landed in France at Le Havre in May 1915, forming part of the 46th (North Midland) Division which saw action at Loos and The Somme, where his cousin Major Cecil Wedgwood DSO of the 8th Bn was killed in July 1916. Felix Wedgwood had been promoted to Temporary Captain in May 1916, becoming a permanent Captain in September 1916. Captain A. F. Wedgwood died on active service in March 1917 and was buried at Rossignol Wood Cemetery in Hébuterne, Pas-de-Calais, alongside other men mostly from the North and South Staffs Regiments and New Zealand. A brief note was published in "The Times". His estate was sufficient to receive notice in "The London Gazette"