He was born 16 December 1861. He entered the Army, being gazetted as Second Lieutenant to the 29th Foot 22 January 1881, and to the Argyll and Sutherland Highlanders, and subsequently to the 91st Regiment of Foot, becoming Lieutenant, Argyll and Sutherland Highlanders 1 July 1881. He was DACG, Commissariat and Transport Staff, 12 July 1886 to 10 December 1888; took part in the operations in Zululand, 1888; became Captain 26 February 1890; was attached Army Service Corps for a period ending in 1891; was Commandant, Base Depot, British Troops, 8 August 1897 to 15 February 1898, serving on the NW Frontier of India (Malakand); Medal and clasp. Captain Vallancey served in the South African War of 1899-1902, as Assistant Provost-Marshal, Natal, 9 October 1899 to 23 March 1900; as Brigade Major, South Africa, 23 March 1930 to 14 February 1901; as DAAG, South Africa, 15 February 1901 to 30 November 1901; from 1 December 1901, he was in command of the Pietersburg Light Horse.
He was present at the operations in Natal, including the actions at Talana and Lombard's Kop; defence of Ladysmith; operations in Natal, March to June 1900, including action at Laing's Nek; operations in the Transvaal, east of Pretoria, July to November 1900, including actions at Belfast (26 and 27 August) and Lydenberg (5 to 8 September); operations in the Transvaal, November 1900 to May 1902.
He was mentioned in Despatches (Sir R H Buller, 13 September and 9 November 1900 [London Gazette, 8 February 1901]); received the Queen's Medal with four clasps, the King's Medal with two clasps, and was created a Companion of the Distinguished Service Order [London Gazette, 19 April 1901]: "Henry d'Estampes Vallancey, Captain, Argyll and Sutherland Highlanders. In recognition of services during the operations in South Africa". The Insignia, Warrant and Statutes were sent to the Commander-in-Chief in South Africa, and presented by Colonel S H Harrison at Pietersburg.
He was Staff Officer, Transvaal and Orange River Colony, 10 August 1902 to 11 March 1903; was promoted to Major, 27 June 1903; was DAAG, India, 16 November 1905.