The family sold the Newman farm about 1901 and shifted back to Wellington, but Alfred had already left the farm and commenced his military career in South Africa. Accounts of his life refer to his being part of the New Zealand Contingent to the South African War but there is no record of his service in Archives New Zealand, so he may have journeyed to South Africa privately. He certainly fought there, being promoted to sergeant in the Border Horse in 1901, before journeying to Melbourne in June of that year.
Alfred Shout returned to South Africa joining in the Stellenbosch District Mounted Troop, and later served with the Cape Colonial Forces, "serving with distinction". He was discharged but joined the South African Army in 1903 as a sergeant.
While in Cape Town he met and married an Australian woman, and returned to Australia, settling in Sydney where he joined the Citizens Military Force, becoming a lieutenant.
When war broke out in August 1914 Shout transferred to the Australian Imperial Force, leaving for Egypt in October 1914 where he was made platoon commander of D Company. He was part of the 1st Battalion which landed at Anzac Cove on April 25, 1915, and was awarded a Military Cross for "conspicuous courage and ability" for his part in the battle for Walker's Ridge. He was wounded three times, including being shot through the arm, but carried on for days without sleep, before being carried, protesting, from the field of action.
His wounds were not serious and he came back to the battalion, only to be wounded again in May, this time being evacuated to a hospital ship for 15 days, then once more returned to his unit. He was promoted to captain, and mentioned in dispatches by General Sir Ian Hamilton.
Shout's 1st Battalion was held in reserve when the Australian forces attacked the Turkish stronghold of Lone Pine on August 6, 1915. The attack was successful but casualties were heavy and the 1st Battalion was ordered forward to assist the defence of the line.
On the morning of August 9 the Turks attacked and captured a large section of the Australian trenches, so Shout and Captain Sasse stormed down the trench, Sasse firing at short range while Shout hurled grenades. Troops following the officers carried sandbags and constructed barricades as they went. They gained back about 20m of the trench.
That afternoon Sasse and Shout decided they would push on further, and started moving along the trench in small stages, their soldiers making barricades as they went. They found a location they thought would be suitable for their final barricade. Shout lit three grenades to throw at the Turks, successfully throwing two but the third exploded as he tossed it, shattering his right hand and damaging his left. His face was also badly cut, his left eye being destroyed, and he was burnt about the chest and legs.
Remarkably, he survived and was evacuated to the hospital ship Euralia, but on August 11 he died. He was awarded the Victoria Cross for his bravery at Lone Pine, one of only two New Zealanders to receive the honour at Gallipoli.
His Victoria Cross remained in the family until 2006, the only one of the nine awarded to Australian soldiers at Gallipoli not to be held at the National War Memorial.