On 29 April 1887, Macarthur-Onslow was commissioned into the New South Wales Mounted Rifles. He was promoted lieutenant in July 1899, and served in the South African War from 1900 to 1901 with the 7th Dragoon Guards. Macarthur-Onslow saw fighting at Johannesburg, Diamond Hill, and Bergendal before contracting rheumatic fever, from which he recovered in London.