With the outbreak of World War I in 1914, Cholokashvili was recalled to active duty and assigned to lead a cavalry squadron on the Austro-Hungarian front. Wounded later that year, he was transferred to the Caucasus Front. During the Battle of Sarikamish in December 1914, he commanded a cavalry squadron under General Vasily Gabashvili and distinguished himself by capturing and defending a strategic fortification known as "the Eagle's Nest" against the overwhelming Ottoman troops. He was severely wounded and awarded the Gold Sword for Bravery in 1916. After treatment at the St. Nino Hospital in Tiflis, he was enlisted in the nascent Georgian Cavalry Legion which marched into Persia as part of General Baratov's 1915–1917 expedition. Shortly thereafter, he was promoted to the rank of podpolkovnik (lieutenant-colonel).