During the Great War, Pryse produced a considerable body of lithographic work, some of it in color under the title "Autumn Campaign" (1914). This was based in his time in France and Belgium at the beginning of the war when he drove around in a Mercedes carrying lithographic stones in the back. He served as a dispatch rider for the Belgian government and was present at the Siege of Antwerp. The artist wrote a memoir of this time entitled "Four Days: an account of a journey in France made between 28 and 31 August 1914", published by John Lane in 1932. Pryse also saw some of the Battle of the Marne and the Aisne but was back in Belgium to record the fall of Ostend and the subsequent retirement along the River Yser. Pryse also worked with the Indian Army in France and several of his lithographs depict scenes of Indian troops.