His father, Cloudesley Dewar Bullock Marsham, played for Oxford University, the Gentlemen, MCC and England and was described as "the best Gentleman bowler of his day".
The Daily Mail wrote of him "Kent have a captain who, although young in years, possesses the judgement of a veteran", while Wisden told of how he "inspired his men by fine example".
At the start of World War I the WKY mobilised at Canterbury and began training as part of the South Eastern Mounted Brigade.
After a short spell with the Yeomanry Base Depot on Lemnos, Marsham joined his unit on the front line, serving dismounted as part of the 42nd (East Lancashire) Infantry Division.
[4] In 1916 Marsham took part in operations against the Senussi in Egypt before the WKY embarked on a period of intensive retraining as a dedicated infantry unit during which they amalgamated with the Royal East Kent Mounted Rifles to form the 10th Battalion of the Buffs.
In March 1917 he was promoted to acting major before his battalion took part in the Palestine campaign, including serving as a reserve unit during the First Battle of Gaza.
He served the remainder of the war in Britain, being attached to the RAF Cadet Brigade in October 1918 and the Irish Command Headquarters in March 1919.