In 1880 he became a lieutenant in the Queen's Own Cameron Highlanders and served in the Anglo-Egyptian War, including at the Battle of Tel-el-Kebir, where he was wounded twice and received the Khedive's Star.

[6] He was promoted to the rank of lieutenant colonel on 2 April 1902, and appointed in command of the 2nd Battalion of his regiment following his return to the United Kingdom in June 1902.

In 1911 he was a Colonel on half pay when he was made a Companion of the Order of the Bath in the 1911 Coronation Honours of George V.[8] As a Temporary Brigadier General he was appointed to command the Orange River Colony District in South Africa from October 1911 to May 1913.

His actions in Ceylon during the 1915 riots were heavy criticised locally following the institution of martial law by Governor Sir Robert Chalmers.

[9] In September 1915, Colonel Malcolm was transferred to the western front as a Brigade Commander in the British Expeditionary Force unit December 1915.