Craig graduated from West Point on April 26, 1898 and was commissioned as a second lieutenant in the Infantry branch, assigned to the 4th Infantry Regiment. He transferred to the Cavalry on June 23 and served with the 6th Cavalry Regiment in the Santiago Campaign, the United States invasion of Cuba during the Spanish–American War. After his return from Cuba, Craig transferred to the 4th Cavalry Regiment, serving in Wyoming and Oklahoma until 1900, when he served in the China Relief Expedition and in the Philippine Insurrection until 1902. He was promoted to first lieutenant on February 2, 1901, transferring back to the 6th Cavalry.