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Gustaf (who probably liked the Devil's Chamber better than the Church salon) was packed off to the Hamina Cadet School at the age of 14 and immediately established himself as a leader. He went on to the Nikolaev Cavalry School in Russia proper and came out a second lieutenant in 1889, aged 22. Two years later he wangled a transfer to the Tsar's Chevalier Guard. After his marriage to Anastasia, daughter of Major General Nikolai Arapov of the Tsar's suite, Lieutenant Mannerheim's advance was rapid. He became a first lieutenant in 1893, a second captain in 1899, a captain of cavalry in 1901. In 1904 he went off to fight in the Russo-Japanese War as a lieutenant colonel of dragoons, returned two years later a colonel with three decorations. Meanwhile his wife had moved to the south of France, where she lived until she died.
By 1906 Colonel Mannerheim was marked as a coming man in the service of the Tsar. That year he was picked to head a sort of glorified spying expedition through Asia to Peking. Purpose of the trip was to learn how hostile mandarins and officials had accepted the outcome of the Russo-Japanese War, to pick up useful military data for possible future use. The Mannerheim party traveled 8,750 miles on horseback, lost two Cossacks from the hardships of the journey, had many adventures. Colonel Mannerheim kept the Dalai Lama waiting to receive him while he carefully shaved and dressed, made his peace with the gift of a revolver, which he showed the Lama how to use. At Lhabrang Monastery he was hissed and stoned by pilgrims. The expedition took two years, gave Colonel Mannerheim a reputation as a scientist as well as a soldier, made him a commander of Uhlans. In 1913 he rose to be commander of the Tsar's Uhlan bodyguard. When the war broke out he was a major general.
Next month he was at Opatow protecting Russian mobilization. When the division of which his brigade was a part was attacked by strong Austro-German forces, his general, Delsal, sent him orders to retreat to the right. Major General Mannerheim retired to the left, guarded the only road of retreat, saved the division. He got the order of St. George for that, with a special commendation for disobedience.
From 1915 to 1917, he was on the Bessarabian and Rumanian fronts. After the March Revolution in Russia, Disciplinarian Mannerheim began to have trouble with his younger officers, tried to punish them for insubordination, was overruled by the General Staff. No democrat, but an officer who had been close to the Tsar, he was in a ticklish position. Conveniently developing a sprained foot, he left the front on a doctor's orders, was met" in Odessa by a telegram relieving him of his command. On Dec. 6, 1917, the Finnish Diet declared that region's independence from Russia and Mannerheim started for home. Stories differ as to how he got there. One version says he wore his dress uniform and commandeered a train. Another that he disguised himself as a porter.