On 29 September 1930, Waugh was received into the Catholic Church. That shocked his family and surprised some of his friends, but he had contemplated the step for some time. He had lost his Anglicanism at Lancing and had led an irreligious life at Oxford, but there are references in his diaries from the mid-1920s to religious discussion and regular churchgoing. On 22 December 1925, Waugh wrote: "Claud and I took Audrey to supper and sat up until 7 in the morning arguing about the Roman Church". The entry for 20 February 1927 includes, "I am to visit a Father Underhill about being a parson". Throughout the period, Waugh was influenced by his friend Olivia Plunket-Greene, who had converted in 1925 and of whom Waugh later wrote, "She bullied me into the Church". It was she who led him to Father Martin D'Arcy, a Jesuit, who persuaded Waugh "on firm intellectual convictions but little emotion" that "the Christian revelation was genuine". In 1949, Waugh explained that his conversion followed his realisation that life was "unintelligible and unendurable without God".
Waugh left Piers Court on 1 September 1939, at the outbreak of the Second World War and moved his young family to Pixton Park in Somerset, the Herbert family's country seat, while he sought military employment. He also began writing a novel in a new style, using first-person narration but abandoned work on it when he was commissioned into the Royal Marines in December and entered training at Chatham naval base. He never completed the novel: fragments were eventually published as Work Suspended and Other Stories (1943).
Waugh's daily training routine left him with "so stiff a spine that he found it painful even to pick up a pen". In April 1940, he was temporarily promoted to captain and given command of a company of marines, but he proved an unpopular officer, being haughty and curt with his men. Even after the German invasion of the Low Countries (10 May22 June 1940), his battalion was not called into action. Waugh's inability to adapt to regimental life meant that he soon lost his command, and he became the battalion's Intelligence Officer. In that role, he finally saw action in Operation Menace as part of the British force sent to the Battle of Dakar in West Africa (2325 September 1940) in August 1940 to support an attempt by the Free French Forces to overthrow the Vichy French colonial government and install General Charles de Gaulle. Operation Menace failed, hampered by fog and misinformation about the extent of the town's defences, and the British forces withdrew on 26 September. Waugh's comment on the affair was this: Bloodshed has been avoided at the cost of honour.
In November 1940, Waugh was posted to a commando unit, and, after further training, became a member of "Layforce", under Colonel (later Brigadier) Robert Laycock. In February 1941, the unit sailed to the Mediterranean, where it participated in an unsuccessful attempt to recapture Bardia, on the Libyan coast. In May, Layforce was required to assist in the evacuation of Crete: Waugh was shocked by the disorder and its loss of discipline and, as he saw it, the cowardice of the departing troops. In July, during the roundabout journey home by troop ship, he wrote Put Out More Flags (1942), a novel of the war's early months in which he returned to the literary style he had used in the 1930s. Back in Britain, more training and waiting followed until, in May 1942, he was transferred to the Royal Horse Guards, on Laycock's recommendation. On 10 June 1942, Laura gave birth to Margaret, the couple's fourth child.