Between 1884 and 1888 he circumnavigated the world four times under sail, and participated in the first London to Brighton Rally in 1896.
In 1908 he offered a gold cup to the first airman to fly the English Channel, and this trophy was won by Louis Blériot in 1909.
Windham controlled the first aerial meeting in England, held at Doncaster; and at Bournemouth, in 1910, he entered a monoplane and a biplane which he had constructed, winning a prize in the competition.
He served in the Royal Indian Navy during the First World War, rising to the rank of Commander.
[3][4] Commander Sir Walter Windham was invested as a Knight Bachelor in 1923 and made a Freeman of the City of London in 1933.