During the First Anglo-Afghan War, Lady Sale, along with other women and children, as well as soldiers, were taken prisoner in 1842 during the British Army retreat from Kabul and detained for nine months. The group were taken hostage by Akbar Khan following the massacre in the Khurd Karbul Pass. Amongst the hostages with Lady Sale was her youngest daughter Alexandrina, along with her husband Lieutenant John Sturt. Sturt was fatally injured by a severe wound to his abdomen, in an attack in which Lady Sale was shot in the wrist and Mrs Sturt's pony was shot in the neck and ear. The two women nursed him his final hours. Upon his death, she secured him a Christian burial. After nine months, the party managed to negotiate the Afghan captors into releasing them; they were then rescued by Sir Richmond Shakespear on 17 September 1842. Throughout her time as a captive, Lady Sale kept a diary, detailing the events of the ordeal in a very straight forward and thoughtful manner. She sent parts of her diary through her captivity to her husband and he sent it on to the authorities in England and it was quoted by the papers at the time. She was unimpressed by how the newspapers had reported her actions. A year later, she published this as "A Journal of the Disasters in Afghanistan, 1841–42", which documented her experiences throughout the Afghan War, and the book received critical acclaim. During her time in Afghanistan Lady Sale collected some ancient coins and donated 20 of them to the British Museum. One of the coins is on display today.