He fought under Marlborough in 1691 during the War of the Grand Alliance. At the Battle of Blenheim, he commanded the 4th Jydske Dragoon Regiment. At the Battle of Oudenaarde in 1708, he commanded the cavalry in the vanguard under British army officer William Cadogan, 1st Earl Cadogan and played an important role in the early stages of the battle. The collaboration between the older and more experienced Rantzau under the younger, less experienced Cadogan is an example of the congruence in Marlborough's multinational army.