He joined the 3rd Madras European Regiment at Vellore, and in November ascended the ghats with Colonel Floyd's detachment to serve in the grand army under Lord Cornwallis.

[2] On 10 December 1799 Welsh was promoted to be captain, and appointed adjutant and quartermaster of the 3rd Native Infantry, which in 1803 formed part of a force under Major-general Arthur Wellesley to operate against the Marathas.

[2][3] Welsh served on the staff at the Battle of Argaum (29 November), in the siege and assault (15 December) of Gawilgarh, and led a body of 250 men, after a forced march of 54 miles (87 km), to the capture of Mankarsir on 6 February 1804.

He was tried by court-martial for precipitate conduct in having disarmed the native garrison with insufficient cause, but was honourably acquitted on 20 March 1807, and congratulated by government on this vindication of his reputation.

[2] He was mentioned in despatches, and the court of directors of the East India Company bore high testimony to his services on the occasion, observing that the achievement reflected the utmost credit on Welsh, "who led the storming party in a manner that does singular honour to his intrepidity and perseverance".

On leaving India the governor in council expressed the high sense entertained of the gallantry and zeal which had marked his service of fifty-eight years.

[6] Welsh married at Calcutta, in 1794, Sarah, a daughter of Francis Light, first governor of Prince of Wales Island, Penang, by whom he had numerous offspring.