A "brilliant academic and sportsman"[3] (he was NSW long-jump champion)[4] Southee won a Rhodes scholarship in 1913 and proceeded to St John's College, Oxford.
His academic career was "put on hold" by the outbreak of the First World War: he enlisted immediately and received a commission in the British Army, serving on the Western Front and in Italy, rising to the rank of Acting Major and was appointed O.B.E.
He resumed his studies in 1919 and was elected a representative for the Oxford University Athletic Club.
Southee and his wife Charlotte moved to Cornell University, Ithaca, New York State, to undertake research and further studies, but she suffered a miscarriage, losing twin sons.
On 23 June 1918 in Sydney Southee married Charlotte Elizabeth "Lottie" Lappin[9] (died 10 July 1944).