In 1872, Dodd passed the entrance exam at West Point and passed so he was accepted into the United States Military Academy and graduated on June 15, 1876. Immediately following this he joined the 3rd Cavalry and was sent to Dakota Territory to fight in the Great Sioux War against various native American tribes of the Northern Plains. During the war, Dodd led Sioux scouts and fought in the Battle of Bates Creek, in which the Cheyenne leader Dull Knife was killed.