He initially retired from the military in 1938, though was recalled to service in 1941 at the start of World War II, where he served on the Roberts Commission.

[1] During the Philippine–American War, McCoy, then a captain, commanded U.S. troops at the Battle of the Malala River in October 1905, defeating forces of the Sultanate of Buayan and killing its leader, Datu Ali.

After returning from the Philippines, McCoy began studying at the United States Army War College, graduating in November 1908.

From February 1932 to March 1933, McCoy served on the Lytton Commission investigating the Japanese military invasion and occupation of Manchuria.

[9] McCoy served as interim commander of First United States Army from January to October 1938, and was succeeded by James K. Parsons.

[3][7] After the war, McCoy became the chairman of the Far Eastern Commission, an international body created to determine the fate of postwar Japan.

[4] The citation for his first Army DSM reads: The President of the United States of America, authorized by Act of Congress, July 9, 1918, takes pleasure in presenting the Army Distinguished Service Medal to Brigadier General Frank Ross McCoy, United States Army, for exceptionally meritorious and distinguished services to the Government of the United States, in a duty of great responsibility during World War I.

Later, in Command of the 165th Infantry, 42d Division, in the Baccarat sector, and then in Command of the 63d Infantry Brigade in the difficult fighting east of Reims, he had a prominent part in the successes achieved.The second DSM citation reads: The President of the United States of America, authorized by Act of Congress, July 9, 1918, takes pleasure in presenting a Bronze Oak Leaf Cluster in lieu of a Second Award of the Army Distinguished Service Medal to Brigadier General Frank Ross McCoy, United States Army, for exceptionally meritorious and distinguished services to the Government of the United States, in a duty of great responsibility.

As Personal Representative of the President in Nicaragua and Chairman of the Electoral Board during 1927 and 1928, General McCoy combined to a marked degree the qualities of diplomat and soldier and displayed excellent and sound judgment in a position of great responsibility, conducting a difficult mission with fairness, justice, and tact, thereby commanding the respect of all factions, and acceptance by all political parties of the results of the election, and the free expression of the Nicaraguan people.

In connection with our relations with Latin American this outstanding achievement of General McCoy, in the face of seemingly insurmountable obstacles, has brought great credit to himself and the Army of the United States.For his World War I service, he was made a commander of the Order of the Crown, an honorary companion of the Order of St Michael and St George and an officer of the Legion of Honour.