 He was commissioned into the Royal Horse Artillery in 1880, but resigned his commission in 1886.Baillie rejoined the forces to fight in the Second Boer War, and was appointed in command of the 15th Battalion, Imperial Yeomanry with the rank of lieutenant-colonel from 25 May 1901.The war ended in June 1902, and he left Port Elizabeth for Southampton on the "SS Colombian" the following month.