At the outbreak of the Second Boer War in 1899, Guest was below the minimum age of 18 for enlisting. He nevertheless managed to join the First City Volunteers, a Grahamstown regiment in which his father had served. Its task of guarding a bridge over a railway line was unappealing, so he took the opportunity of joining the Eastern Province Light Horse, attached to the Highland Brigade, which was recruiting volunteers who could both ride and shoot. Early in the Brigade's advance into the Orange Free State on its way to the relief of Kimberley, Guest got food poisoning and he returned to Grahamstown.