In 1931, Casey was elected to federal parliament for the United Australia Party. He served as Treasurer from 1935 to 1939 (under Joseph Lyons and Earle Page), and then as Minister for Supply and Development from 1939 to 1940 (under Robert Menzies). During World War II, Casey was Ambassador to the United States from 1940 to 1942, and then joined Winston Churchill's War Cabinet as its representative in the Middle East. In 1944, Churchill appointed him Governor of Bengal, where he handled the recovery from the 1943 famine and civil unrest in the lead-up to independence.