In March 1939, at the end of the last full season before the Second World War, the goalkeeper signed for Swindon Town, where he made his first appearance in the Football League. During the conflict, Ephgrave served his country in the Royal Marines, resulting in him being captured on Crete and held as a prisoner of war in Odessa, Ukraine for four years. On his return to England he was signed by Southampton, where he was used as the first-choice goalkeeper for the first season after the war. In the 1946–47 season he played in 29 of the 42 Second Division league games, as well as in both of the FA Cup games the Saints played, although in the following season he was second choice to Len Stansbridge and, later, Ian Black, making only seven league appearances in the first half of the campaign.