Graham joined the Coldstream Guards in 1893, and from 1898 to 1901 and again in 1902-1904 he served as aide-de-camp to Lord Minto, Governor-General of Canada. In the intervening year, he served in the Boer War. Graham kept a journal of his trip across Canada with Minto to the Klondike Gold Rush in the Yukon in 1900, called Across Canada to the Klondyke, which he later presented to Minto, and which was eventually published.
Graham retired from the army in 1904, and became private secretary to the former Prime Minister, Lord Rosebery, 1904–06. On the outbreak of World War I in 1914, Graham rejoined the Coldstream Guards and served in France in the 40th and 5th divisions. Graham was engaged to Ethel Barrymore, but they did not marry. He married Dorothy Villiers in 1910, and they had a daughter, Virginia Graham (1910–1993), who followed him as a writer, contributing many articles to Punch.
Graham died of cancer in London in 1936, aged 61. A memorial service for him was held in St Martin-in-the-Fields.
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