He was employed on home service for the next ten years and whilst serving as regimental adjutant was promoted to captain on 22 April 1891, attending Staff College before being transferred with his unit to India. It was in India that Capper saw his first action, when in 1895 his regiment was attached to a force sent to the Indian-Afghan border to relieve a trapped British force in Chitral. Three years later he was again in action as an advisor to an Egyptian unit of the Anglo-Egyptian army under Horatio Kitchener which travelled down the Nile in the final campaign of the Mahdist War. During these operations, Capper participated in the battle of Atbara and was with the force which fought in the culminating Battle of Omdurman. He received a brevet promotion as major on 16 November 1898.