He held similar positions in Pease & Partners, whose subsidiary interests embraced collieries, Ironstone mines, limestone quarries, as well as iron manufacturing, fabrication and construction.

[5] With the failure of the family business interests in 1902, he thus brought his political career to a close and amidst the wreckage sought out new opportunity, which was to take him to South Africa.

[6] Between 1903 and 1905, Pease served as a Resident Magistrate at Barberton in what was then the Transvaal Colony, but now Mpumalanga, in South Africa, before moving to the opposite end of the continent, to explore the Sudan, Somaliland, and the northern Sahara.

During this time he continued to write of his travels and experiences; a habit that had begun with his "Biskra and Oases of the Zibans" (1893) and followed by "Hunting Reminiscences", (1898).

In 1906, he leased more than 6,000 acres (24 km2) of prairie land in the Athi Plains region of British East Africa, southeast of present-day Nairobi.

The Pease property, Kitanga near Machakos was situated close to the Uganda Railway, and this enabled Sir Alfred to host a number of the famous travellers who hunted during the great age of safaris.

Theodore Roosevelt, who enjoyed Pease's hospitality in 1909, with his son Kermit, at the start of his world-famous expedition to Africa, described Sir Alfred as 'a singularly good rider and one of the best game shots I have ever seen.

'[7] In 1909 he became one of the founder members of the Shikar Club formed to promote the activity of hunting and shooting Big Game animals.

The second son, Captain Christopher York Pease, was killed in the last year of World War I, on 9 May 1918, and was buried in the Mazingarbe Communal Cemetery Extension.