From there he moved to Ireland to work as Assistant Military Secretary to the GOC in Dublin until 1909. From there he was assigned to colonial service as the Inspector General of the King's African Rifles and in 1913 was dispatched to India as a Lieutenant Colonel to command the 4th Battalion of the Rifle Brigade. In 1913 in reward for his distinguished service he was made a Companion of the Order of St Michael and St George, and the following year was also made a Companion of the Order of the Bath. In 1902, Thesiger married Frances Fremantle, daughter of General Fitzroy William Fremantle, and the couple had two children, daughter Oona Thesiger (later Buckley) and son Gerald Thesiger, who became a notable High Court Judge and minor politician. At the outbreak of the First World War, Thesiger and his men were still in India and so did not arrive in Europe until December 1914 when the campaign in France was already well advanced. In May 1915 he was promoted to (temporary) Brigadier-General and given command of the 2nd Infantry Brigade serving in the trenches during the spring of 1915, where he was again mentioned in dispatches. On 27 August 1915, due to the shortage of senior officers, Thesiger was again promoted to (temporary) Major-General and placed in charge of the 33rd Division, one of the new Kitchener Divisions. He was only in this position for just over a week when on 8 September 1915, he was again transferred to the 9th (Scottish) Division, another new division which he would command during the opening of the battle of Loos. Two days after the battle opened, Thesiger's division was suffering heavy casualties and reports were reaching divisional headquarters that the 73rd Infantry Brigade was on the verge of breaking. Thesiger immediately departed for the front line to investigate the situation with his divisional staff and was touring a trench at Fosse 8 opposite the Hohenzollern Redoubt when the German artillery opened fire on the British positions. One of the first shells fired exploded directly in the trench occupied by the 26th Brigade where the party was sheltering, instantly killing Major General Thesiger and his aides Major Le Mottee and Lieutenant Burney. None of their bodies were removed from the battlefield as fighting continued for another day and consequently only Burney's remains were recovered some time later. General Thesiger's name is amongst the 20,000 recorded on the Loos Memorial to the missing.