Southwell entered the British Army under King William III of England in 1693. During the Nine Years' War, he was wounded at the 2nd Siege of Namur in 1695 and was afterwards promoted to captain. In the War of the Spanish Succession, he took part in the Battle of Cádiz and Battle of Vigo Bay as major of the 6th Foot in 1702. He was promoted to lieutenant-colonel a year later. Southwell commanded four hundred grenadiers in the 1st Siege of Barcelona in 1705 and was made colonel of the 6th Regiment of Foot the following year. He sold his colonelcy to Thomas Harrison in 1708 and was appointed captain of the Battleaxe Guards in 1714, protecting the Lord Lieutenant of Ireland.