In 1872, at the age of eighteen Cave left his studies at Oxford and travelled to Ceylon, as the private secretary to the Anglican Bishop of Colombo, Reginald Copleston.
In 1876 he opened a bookstore in Upper Chatham Street, Colombo fort, with the encouragement of the Bishop, mainly selling bibles and religious tracts.
[3] By 1884 the business, H. W. Cave and Company, had diversified becoming a well established printing and publishing firm, as well as selling musical instruments and sporting goods (including billiard tables, rickshaws and bicycles).
Cave’s wife, Emma, died in 1886 when he was just 32 and he returned to England leaving his brothers and a nephew in charge of the business, while he completed his degree and Master of Arts at Oxford.
Cave made seventeen voyages to Ceylon and India, including detailed explorations of the remains of Anuradhapura and Polonnaruwa in 1896.