Prince Arthur, his mother's favourite son, was created duke of Connaught and Strathearn in 1874. He entered the Royal Military Academy, Woolwich, in 1866 and did well in the army, becoming full general in 1893 and field marshal in 1902. He served in Egypt in 1882, commanding the 1st Guards Brigade at Tel el Kebir. He then went to India and held the Bombay command from 1886 to 1890. Returning to England, the duke held various military appointments, notably commander in chief in Ireland (1900–04), inspector general to the forces (1904–07), and commander in chief in the Mediterranean (1907–09). As governor-general of Canada (1911–16) he aroused controversy by attempting to intervene in Canadian military affairs. Thereafter he presided over various state functions over the years and finally withdrew from public life in 1928.

In 1879 the duke had married Princess Louise Marguerite of Prussia, and their elder daughter, Margaret, married the crown prince of Sweden (later King Gustav VI Adolf) in 1905.