During World War II Haig served as a commissioned officer with the British Army's Royal Scots Greys Regiment in Palestine, and in North Africa during the Western Desert Campaign, where he was captured during an attack on the Afrika Corps' lines in 1941.

He was subsequently held as a prisoner of war in Italy and Germany, including a spell at Oflag IV-C P.O.W.

Camp (known to the British inmates as "Colditz"), where he was held as a member of the "Prominente" – a prisoner with family connections to powerful political/military figures in the Allied nations that were kept under special confinement conditions via the orders of Heinrich Himmler, for purposes undisclosed.

In September 2006, Earl Haig criticised the Ministry of Defence's decision to posthumously pardon all 306 British soldiers executed during World War I for cowardice, desertion or other offences.

Limerick (great-great-nephew of the 1st Baron Fermoy), by Lesley, eldest daughter of Sir Nigel Leslie Campbell, of Woodrow High House, Amersham, Buckinghamshire (grandson of Lord Charles Pelham-Clinton),[6][7] and had three children: The Earl and Countess Haig were divorced in 1981 and, on 24 March 1981, he married Donna Gerolama Lopez y Royo di Taurisano (of the Neapolitan Dukes di Taurisano e Monteroni).