Dudley joined the Queen's Own Worcestershire Hussars as a supernumerary lieutenant on 18 April 1885 and was promoted to captain on 2 June 1888 and major on 23 September 1893. After the outbreak of the Second Boer War, he was seconded for service as a Deputy Assistant Adjutant General for the Imperial Yeomanry in early 1900, and left for South Africa in the "SS Scot" in late January that year. He was present at operations in the Orange Free State in February to May 1900. Some of the actions he was involved with were at Poplar Grove, Driefontein, Vet River, and Zand River. From May to June 1900 he was present at operations in the Transvaal. Some of the actions he was involved with were Johannesburg, Pretoria, and Diamond Hill. He then return to the United Kingdom, and in July to November 1900 he was involved with the suppression of the Irish troubles in Belfast.