Wallace, who was a cadet of the Officers Training Corps, was commissioned second lieutenant in the 5th Battalion, The Rifle Brigade (Prince Consort's Own) on 5 August 1914, while still an undergraduate. There were suggestions at the time that he was the first undergraduate to go into action but they were not substantiated. After two weeks' training at Sheppey, he departed for France on 30 August. There, he participated in the First Battle of the Aisne and was active on the Western Front at Frelinghien and Ploegsteert Wood.