Reginald Pinney was born in 1863 in Clifton, Bristol, the eldest son of the Reverend John Pinney, vicar of Coleshill, Warwickshire, and his wife, Harriet. His paternal grandfather was Charles Pinney, a prominent merchant and former mayor of Bristol, whilst his maternal grandfather, John Wingfield-Digby, was a previous vicar of Coleshill; an uncle, John Wingfield-Digby, would later be the Conservative MP for North Dorset. John and Harriet Pinney had five more children, four sons and a daughter, before Harriet's death in 1877. At least one of Reginald's brothers, John, also passed into the Army, joining the Central India Horse. After four years at Winchester College, Pinney entered the Royal Military Academy, Sandhurst in 1882. He passed out of the Academy and was appointed to the Royal Fusiliers (7th Foot) as a lieutenant on 6 February 1884. He spent five years with his regiment before attending the Staff College, Camberley in 1889–90; after leaving Camberley, he was promoted to captain in December 1891. From 1896 to 1901 he served on the staff as the deputy assistant adjutant-general at Quetta, in India, with a promotion to major in December 1898. He married Hester Head in 1900; the couple had three sons and three daughters. Pinney saw active service in the Second Boer War, arriving in South Africa in November 1901 to become second-in-command of the 2nd Battalion, Royal Fusiliers (the battalion had been there since the outbreak of the war in late 1899). He served with the battalion until the end of the war, which ended with the Peace of Vereeniging in June 1902. Four months later he left Cape Town on the SS "Salamis" with other officers and men of the battalion, arriving at Southampton in late October, when the battalion was posted to Aldershot. After his return he was promoted to lieutenant-colonel and given command of the 4th Battalion, with a brevet promotion to colonel in 1906. He relinquished command of the battalion in 1907, going on to half pay, and later took up the position of assistant adjutant-general in Egypt in 1909. He held this posting until 1913, aged fifty, when he was transferred to command a reserve unit, the Devon and Cornwall Brigade of the Wessex Division in the Territorial Force.