He entered Saint Cyr Military Academy in 1905, in a class known as "Promotion la Dernière du Vieux Bahut", and graduated in 1907. He was posted to Algeria and the edge of the Sahara, and in 1912 to Lunéville. The next year, he was called to Morocco by General Hubert Lyautey. Despite the outbreak of the First World War, La Roque remained there until 1916 as officer of native affairs, when he was gravely wounded and repatriated to France. Meanwhile, his older brother Raymond, a major in the army, had been killed in action during 1915. Despite this, La Roque volunteered to fight on the Western Front and was sent to the trenches of the Somme to command a battalion.