From 1894 to 1896, he was a colonel on the military staff of New York Governor Levi P. Morton. Shortly after the outbreak of the Spanish–American War in 1898, Astor personally financed a volunteer artillery unit known as the "Astor Battery", which served in the Philippines. In May 1898, Astor was appointed a lieutenant colonel in the U.S. Volunteers and served as an officer on the staff of Major General William Shafter in Cuba, during the Santiago Campaign. He was later given a brevet (war/temporary promotion) to colonel in recognition of his services. He was mustered out of the Volunteer Army in November 1898.