Shute was commissioned into the Welsh Regiment in 1885. He transferred to the Rifle Brigade in 1895 and participated in the Nile Expedition and the Siege of Khartoum in 1898. He was Deputy Assistant Adjutant General in Malta from 1899 and a General Staff Officer at Scottish Coast Defences from 1905. In 1910 he was appointed Commander of the 2nd Bn the Rifle Brigade and then became a General Staff Officer at Aldershot Training Centre from 1914.