The Mounted Infantry Depot was a post where young officers could be stationed, forming a ready reserve of young, educated officers available as volunteers for staff or command positions in African colonial campaigns. It was whilst attached to this post that Alderson saw service in the First Boer War in 1881 in the Transvaal. The following year, Alderson served in the 1882 Anglo-Egyptian War, fighting at the battles of Kassassin and Tel-el-Kebir. Two years later, he was attached to the Mounted Camel Regiment during the failed expedition to relieve Khartoum and rescue General Gordon. During this campaign, Alderson was presented with the Bronze Medal of the Royal Humane Society after diving into the Nile to rescue a drowning soldier. For his service in these campaigns, Alderson was promoted to Captain and was stationed at Aldershot with the European Mounted Infantry Depot. The same year he married the daughter of the vicar of Syresham, Northamptonshire, a Miss Alice Mary Sergeant.