In 1882 he entered the major seminary, receiving priestly ordination from Isidore-Joseph du Rousseaux, bishop of Tournai, on 25 October 1885.
His bishop then sent him to Rome in 1888-1889, where he worked in the Vatican Secret Archives, which had been opened to researchers by Pope Leo XIII in 1879.
In 1892 he published a report to the Ministry of Education calling for systematic searches of Italian archives for documents relating to Belgian history.
[1] At the time of his death, Cauchie was chair of an interdiocesan commission investigating the extent of harm suffered by the Catholic Church in Belgium during the First World War.
His work was also impeded by the destruction of Leuven University Library in the German invasion of 1914 (during which he was himself briefly a displaced person).