[4] While working for Curzon in the British Raj, Ronaldshay travelled widely through Asia, having experiences which would later inform his fictional and non-fictional writing.

In September 1912, he was appointed (with Lord Islington, Herbert Fisher, Mr Justice Abdur Rahim, and others) as a member of the Royal Commission on the Public Services in India of 1912–1915.

Although a member of the Conservative Party, his belief was that Indians should be allowed to take ever-increasing responsibility for the government of the country, culminating in Dominion status (enjoyed by Canada, Australia, and other formerly self-governing parts of the British Empire).

[7] Zetland was ideally placed as Secretary of State for India to implement the new Act, although the two Viceroys with whom he served, Lords Willingdon and Linlithgow, were rather less idealistic than he.

Two months prior to this, on 13 March 1940, Zetland was one of four people shot at the Caxton Hall by Indian nationalist Udham Singh; former lieutenant governor of the Punjab, Michael O'Dwyer, was killed.

They lived at Snelsmore at Chieveley in Berkshire, and had five children:[16] Lord Zetland died in 1961 at the age of 84 and was succeeded in the marquessate and other titles by his elder and only surviving son, Lawrence.