In 1914, the 11th Hussars were involved in the Battle of Mons at the start of the Great War, remaining in France and Belgium until 1919.

On 4th August 1914, Britain declared war in defence of Belgian neutrality. The 11th Hussars were part of the 1st Cavalry Brigade in the 1st Cavalry Division, leaving Aldershot on 15th August, with 549 men and 608 horses on three trains to Southampton, where they took a ship for Le Havre in France. They did not return to England until March 1919. The 11th were amongst the first British troops to see action, at the Battles of Mons on 23rd August and Le Cateau on 26th August.

A series of withdrawals followed, with the cavalry always the last to leave, protecting the army as it retreated. During the retreat from Mons, the Battle of Nery was an engagement on 1st September by mounted elements of the British Expeditionary Force (BEF). Having been surprised by a German cavalry division, 1st Cavalry Brigade fought off the enemy until relieved by infantry reinforcements. Lieutenant Norrie and his troop of the 11th captured a number of enemy guns.