 After the First World War Key served in Afghanistan and, with the 3/11th Battalion, Sikh Regiment on the North West Frontier.Attending the Staff College, Quetta, from 1931 to 1932, in 1935 he was promoted to lieutenant colonel and from 1936 he commanded the 2nd Battalion, 11th Sikh Regiment.In 1937 he received the Distinguished Service Order while serving in Waziristan.