Keysor had only been in Australia for about three months when the First World War broke out. He enlisted in the Australian Imperial Force on 18 August 1914 as a private and was assigned to the 1st Battalion, which was forming at Randwick. On 18 October 1914 he embarked for overseas service among the first contingent. Initially he served in Egypt where the Australians were involved in the defence of the Suez Canal against the Turks, but on 25 April 1915, he landed at Gallipoli where he took part in the subsequent fighting on the peninsula. On 20 June 1915 he was promoted to lance corporal, before taking part in the Battle of Lone Pine in August.

It was during the course of this battle that Keysor performed the actions that led to him receiving the Victoria Cross. Early in the morning on 6 August 1915 the 1st Battalion carried out a diversionary attack at Lone Pine and after heavy fighting that lasted almost the entire day they managed to capture the Turkish trenches. After this more fighting would continue around the position for the next three days as the Turks attempted to regain the position. The fighting was carried out at close range, using bayonets and improvised grenades and bombs. Over the course of about 50 hours on 7–8 August, Keysor continually risked his life to pick up the Turkish grenades as they were thrown into the trenches and throw them back. Later, despite being wounded and ordered to seek medical attention, Keysor continued to remain in the line, volunteering to throw bombs for another company