Caffrey left Ireland at an early age and settled in Nottingham (a city in Nottinghamshire, England), joining the British Army in 1910.

[1] Caffrey was 24 years old, and a private in the 2nd Battalion, York and Lancaster Regiment, of the British Army during the First World War when the following deed took place for which he was awarded the VC.

On 16 November 1915 near La Brique, France, a man was badly wounded and lying in the open unable to move, in full view of and about 350 yards (320 m) from the enemy's trenches.

A corporal of the RAMC and Private Caffrey at once tried to rescue him, but at the first attempt were driven back by shrapnel from enemy fire.

Private Caffrey bandaged the corporal and helped him back to safety, and then returned and brought in the other wounded man.