Budworth was commissioned a second lieutenant in the Royal Field Artillery on 15 February 1889, promoted to lieutenant on 15 February 1892, and to captain on 29 March 1899. In October that year he was appointed Adjutant of the Honourable Artillery Company of London (HAC), and on 12 January 1900 he commissioned as a captain in the HAC company of the City of London Imperial Volunteers (CIV) bound for service in the Second Boer War. He left for South Africa the following month, and returned with most of the corps in October the same year. The CIV was disbanded in December 1900, and he went back to regular service with the Royal Artillery. He received the 1902 King Edward VII Coronation Medal for his service with the HAC during the coronation.