Expecting military hostilities, Thorneycroft was one of several officers sent to South Africa to raise volunteer units shortly before the Second Boer War broke out in October 1899. He raised a corps of troopers, later known as the Thorneycroft′s Mounted Infantry, which served in the early stages of the war, including in the campaign to relieve Ladysmith, which was under siege by troops from the Boer republics. In the Battle of Spion Kop in late January 1900, he was selected to lead the initial assault. Before dawn, the British forces had captured what they thought was the summit of the kop, or hill. The Boers, who actually held the higher ground, soon counter-attacked, swarming the British position, and the higher ranking British officers were killed or mortally wounded, leaving Thorneycroft the most senior officer present. A British counterattack failed in the face of withering fire from the Boers, but Thorneycroft refused to allow any under his command to surrender. Not knowing that they actually had gained the upper hand over the course of the day, and running short on both water and ammunition, the British troops retreated under cover of dark. The battle at Spion Kop was considered a resounding defeat, but the British regrouped and was able to relieve Ladysmith four weeks later. Thorneycroft received a brevet promotion to lieutenant-colonel, and was appointed a Companion of the Order of the Bath (CB) in the April 1901 South Africa Honours list (the award was dated 29 November 1900). He stayed in South Africa throughout the war, which entered a phase of guerrilla warfare from late 1900.