Sweeny, by then married, fought in World War I, first with the French Foreign Legion in 1914. Starting as a private, he was eventually commissioned a lieutenant for conspicuous gallantry at the Second Battle of Champagne in September 1915, and later promoted to captain for capturing a German trench with just a dozen men, but was severely wounded. He was awarded the Legion of Honour. At his request, in 1917 he was permitted to transfer to the United States Army after America entered the war. He was commissioned a major and was later promoted to lieutenant colonel. Wounded in the Argonne offensive, he recuperated in Paris. He was discharged in July 1919.