At the beginning of 1917, he was training raiding parties at the Ecole Professionale, Armentières.
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In World War I he was commissioned as second lieutenant into the Australian Imperial Force on 9 December 1915 and was posted to 'B' Company, 40th Battalion.
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He joined Dunsterforce on 28 March, and took part in the defence of Baku on the Caspian Sea in August.
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McVilly was picked for special service in Mesopotamia and on 29 January 1918 set out for Basra in the Persian Gulf.
Cecil B. DeMille | William Cecil, 1st Baron Burghley | Robert Gascoyne-Cecil, 3rd Marquess of Salisbury | Cecil Rhodes | Cecil Taylor | William Cecil | Cecil Sharp | Cecil Beaton | Robert Cecil, 1st Earl of Salisbury | David Cecil, 6th Marquess of Exeter | Cecil | Robert Cecil | Cecil Raleigh | Cecil Parkinson | Cecil Street | Cecil McBee | Cecil Kellaway | Cecil Balmond | Cecil Adams | William Cecil Slingsby | Thomas Cecil Howitt | Southpointe (Cecil, Pennsylvania) | Robert Cecil Martin | Malcolm Cecil | Hubert Cecil Booth | Cecil Howard Green | Cecil Havers | Cecil Harmsworth King | Cecil Graves | Cecil Gould |