The son of John Dalrymple, 11th Earl of Stair, Dalrymple was commissioned a second lieutenant in the Scots Guards on 16 February 1898, and promoted to lieutenant on 11 October 1899. He fought in the Second Boer War, where he took part in the march to occupy the Boer capitals Bloemfontein (March 1900) and Pretoria (June 1900), and was present at the successive Battles of Diamond Hill (11-12 June 1900) and Bergendal (21-27 August 1900).