He entered the Royal Military College, Sandhurst, and in 1939 received a commission in the Rifle Brigade. During the Second World War, Rolt was a lieutenant in the Rifle Brigade and in 1940 was sent to France, where he was in charge of a reconnaissance platoon. He was soon in the thick of the fighting and helped defend Calais. The men defending Calais held for three days trying to stop the 10th Panzer Division (Wehrmacht) from advancing, and in doing so delaying their attack on Dunkirk. He was captured and taken prisoner of war at the end of the battle for Calais, just before the Dunkirk evacuation. For his actions, he was awarded the Military Cross: his exploits included helping a wounded comrade while firing his Bren gun at the advancing German troops.