Following the outbreak of the First World War in 1914, Walker-Heneage assumed command of the battleship . He took the ship on a secret mission to collect gold bullion from South Africa and was afterwards part of the naval support at the Gallipoli landings. In 1915–16 he was commodore commanding small vessels in the eastern Mediterranean, including 160 minesweepers and in 1916–17 was in charge of the allied barrage across the Strait of Otranto.