Lockyer began his army career as an ensign in the 19th Regiment in June 1803, was promoted lieutenant in early 1805 and made captain in August 1805.

Lockyer arrived at Sydney, capital of the British Colony of New South Wales, aboard the Royal Charlotte in April 1825 with men from the 57th; also with his wife and ten children.

[6] On 21 January 1827, as instructed by the Secretary of State for War and the Colonies Earl Bathurst, the Union Jack was raised and a feu de joie fired by the troops, formally annexing the territory, in assertion of the first official claim by the Imperial Government to British possession over the whole continent of Australia.

[7][8] The military base established by Lockyer was named Frederick Town, later renamed Albany, and would become an important deep water port.

His interview with two sealers, arrested for crimes against local people, revealed intelligence of Dumont D'Urville's survey of King George Sound.

Lockyer had planned an overland journey to the Swan River region in February, but learned that James Stirling had already examined the area.