Petrocokino volunteered to fight for the Greeks during the 32-day Greco-Turkish War of 1897; he also served under the British Army in the Boer War (1899-1902) and the World War I. In the Boer War he was part of the Duke of Cambridge's Special Corps. At the start of World War I he enlisted again for the British Army and was in charge of prisoners on the Isle of Wight. However by 1915 he had transferred to the Hampshire Regiment and served under this regiment in Mesopotamia and North Persia.