A. A. Gordon was one of the co-founders who with James Ferguson established the 9th ( Volunteer Battalion Highlanders), Royal Scots (Lowland Division) and was appointed captain on 6 August 1900 and became the first commanding officer of A-Company (the captain A. A. Gordon Cup was named in his honor). During the coronation of Edward VII in 1902 he stood at the head of the battalion in the parade. He was promoted to major on 7 January 1905 and was appointed Brigade-Major in the same year. He was attached to the Black Watch in May 1906 for a month. In 1905 he attended Transport Course at Aldershot and Attended Course of Military Equitation at Aldershot. During his time in the battalion he became good friends with Captain – later Lt Colonel – James H. Clark, who was the commanding officer of B-Company and became the second commanding officer of the battalion after Lt. Colonel James Ferguson resigned his commission in 1904. Lt. Colonel James H. Clark died in the First World War during the second battle of Yper on 10 May 1915, while commanding the 9th Argyll and Sutherland battalion. Prior to his commission in the 9th Royal Scots, Major Gordon was appointed a member of the Royal Company of Archers, King's Bodyguard for Scotland in 1896. During his stay in the 9th Royal Scots he had the pleasure to meet with General Sir Archibald Hunter D.S.O and was involved in the establishment of the Queen Victoria School in Dunblane for which he received the Royal Victorian Order – 4th Class. Major A. A. Gordon resigned his commission with the 9th Royal Scots on 26 May 1906 to take up his duties as private secretary to Arthur Wellesley, 4th Duke of Wellington from 1906 until his retirement in 1920. During his service to the Duke he met Franz Ferdinand of Austria who was a guest of the Duke during the funeral of King Edward VII in 1910.