Malley joined the Australian Imperial Force (AIF) on 12 October 1915. He departed Melbourne for Egypt as a gunner with reinforcements of the 1st Field Artillery Brigade aboard HMAT "Wandilla" on 9 November. In March 1916, he was posted to the Western Front in France, and joined his unit in May. The 1st Brigade took part in the Battles of Pozières and Mouquet Farm in July and August 1916. Malley transferred to the Australian Flying Corps (AFC) as a mechanic in April 1917, before undertaking flying instruction at the Oxford University air school. He was commissioned a second lieutenant on 9 October and assigned to No. 4 Squadron AFC, then based in Birmingham.