Lumley followed his father into the military, passing out from the Royal Military College, Sandhurst. He was commissioned a second lieutenant in the 11th Hussars on 26 January 1916, and was promoted to lieutenant on 26 July 1917. He served in France during World War I. He was demobilised on 3 June 1919, with the rank of lieutenant, but retained a reserve lieutenant's commission in the 11th Hussars, as well as being attached to the Yorkshire Dragoons. From 1920 to 1921, he was attached to an Officer Training Corps University Contingent, with the local rank of captain. Lumley sat in the House of Commons as Member of Parliament for Kingston upon Hull East 1922–29, then York 1931–37. In 1923 he was Parliamentary Private Secretary to William Ormsby-Gore, from 1924–26 to Sir Austen Chamberlain and subsequently to Anthony Eden. On 8 March 1931, he was promoted to captain in the reserves in both the 11th Hussars and the Yorkshire Dragoons. He was brevetted to the rank of major in the Yorkshire Dragoons on 1 January 1937, and was awarded the Efficiency Decoration on 11 May. In 1937, he was appointed Governor of Bombay, serving until 1943. Upon his return from India, Lumley served as acting Major-General in World War II. Following the War, he continued his connections with the Army, as an honorary colonel. He succeeded to the Earldom of Scarbrough in 1945 following the death of his uncle. He served as Lord Chamberlain from 1952 to 1963 and chancellor of the University of Durham from 1958 to 1969. He was made a Knight of the Garter in 1948. Outside politics, the Earl had a keen interest in Asian and African studies. He presided over the Interdepartmental Commission of Enquiry on Oriental, Slavonic, East European and African Studies set up after the Second World War to consider how Britain might maintain and increase the links it had built up during the war in the geographical areas under the Commission's consideration. The Commission's report, presented in 1947, argued for considerable strengthening of university departments' capacity to carry out research and training related to these areas, and for significant funds to be made available to this end. However, after five years of strong growth following the presentation of the Scarbrough report, in 1952 much of the funding was withdrawn. Lumley was initiated into freemasonry on 3 May 1923 in Apollo University Lodge No 357 in Oxford. From 1951 to 1967 he served as the Grand Master of the United Grand Lodge of England.