 He fought on the front lines in France, where the casualty rate was known to be high, as was the probability of an "early and violent death".He served with distinction as a captain and was wounded on three occasions.Shot in the right hand and receiving a glancing bullet wound to the head in the Battle of Loos in September 1915, Macmillan was sent to Lennox Gardens in Chelsea for hospital treatment, then joined a reserve battalion at Chelsea Barracks from January to March 1916, until his hand had healed.