On 3 April 1705, he received a Commission to raise a new regiment of foot, and on 1 January 1710 was promoted to the rank of brigadier-general, before being appointed Supreme Commander of the British Forces in Spain, which position he held until 1712.

[2] According to a letter written by the Duchess of Marlborough in December 1737, Mary was made a cornet by her father "in his regiment as soon as she was born … and she was paid many years after she was a maid of honour.

She was extreme forward and pert, and my Lord Sunderland got her a pension of the late king George I, it being too ridiculous to continue her any longer an officer in the army."

Even Horace Walpole, who became a correspondent of hers later in life, and in 1762 dedicated to her his Anecdotes of Painting in England, always spoke of her with the greatest respect and admiration.

It must, however, have occurred several months earlier (21 April 1720), as in a letter preserved at Ickworth, and dated 20 May 1720, Lord Bristol congratulates her on her marriage, which he calls a secret.

Lady Mary Wortley Montagu records, in a letter written to the Countess of Mar, in July 1721, "the ardent affection" shown to her by Mrs Hervey and "her dear spouse".

In a letter to his son dated 22 October 1750, Chesterfield directed him to "trust, consult, and to apply" to Lady Hervey at Paris.