In 1886, he entered the Ecole de Guerre, which provided further schooling for officers, where he graduated in 1888 as a lieutenant with a degree of the general staff.

Gillain departed to Congo in 1888, the same year still of his graduation, being motivated by the better promotional opportunities, and his desire to be among the first explorers of the vast colony.

Shortly before his departure, he had become engaged to Adèle Ménétrier, the daughter of an engineer who was the director of a coal mine in Marchienne-au-Pont.

On the orders of his captain, he was charged with leading a campaign against the Mussuronghe tribe whose pillaging activities impeded commercial development.

In late 1890, his superior Paul Le Marinel was tasked by Leopold to set up an expedition into the rich Yeke Kingdom of Msiri in the Katanga region.

In October 1892, he was promoted to district chief first class, and after his arrival in March 1893, he supported Francis Dhanis in the Congo Arab war, helping him take the stronghold city of Kasombo.

After the victory of the Congo Free State against the Arab-Swahili tribes, Gillain returned to his post in Lusambo in April 1894.

In this function, he soon distinguished himself during the Battle of Halen on 12 August, where the Belgian cavalry was able to defeat their German counterparts in a tactical victory.

Eventually, on 11 April 1918, king Albert appointed Gillain as chief of staff of the army.