Lieutenant W.P. Nunneley sailed to South Africa with the 2nd Battalion, Royal Highlanders (Black Watch) as a 2nd Lieutenant. He survived the Battle of Magersfontein even though he was in the lead Company, 'A', and owing to the Battalion's casualties was promoted Lieutenant the following day. He left the Regular Army after the War and took a commission in the 3rd (Militia) Battalion in August 1902.
Nunneley was appointed an extra A.D.C. to the Governor-General and Commander-in-Chief of South Africa, Viscount Gladstone, on 1.6.1910 and received the Union Medal, a unique award to the Black Watch.