During the English Civil War, Wentworth was the Sergeant-Major-General of Horse and commanded the Prince of Wales's Regiment of Horse. He saw action at Tipton Green, Cropredy Bridge, and possibly at Newbury, all in 1644; at Langport in 1645; and at Worcester, the final battle of the English Civil War in 1651. He fought most battles alongside his father. When the Royalists were defeated, Lord Wentworth accompanied the court into exile. He raised a regiment at Bruges as a bodyguard to the exiled Charles II.
From 1639 to 1640, Wentworth fought against the Scots in the Bishops' Wars.
First English Civil War
At the outset of the civil war in 1642, Wentworth was with George Goring in Portsmouth. After the fall of that garrison, he joined the King's Main Field Army, and as Lord Wentworth, raised a company of dragoons. He fought at Marlborough, Wiltshire, in December 1642, and at Cirencester, Gloucestershire, in February 1643. On 2 February 1643, he became major-general of dragoons, in succession to Sir Arthur Aston. In the early part of the civil war, dragoons formed a substantial part of the mounted arm, although they were merely infantrymen set on ponies and other small horses initially regarded as unsuitable for cavalry troopers. As the war progressed, however, standards dropped and all riding horses went to the cavalry, irrespective of size or condition. This caused the dragoons to dwindle in both numbers and importance. All too often they simply discarded their muskets and started calling themselves troopers. Consequently, Wentworth followed suit and on 5 February 1644, he succeeded Sir Thomas Byron as colonel of the Prince of Wales's Regiment of Horse. At the Battle of Cropredy Bridge he commanded a cavalry brigade. He was afterward appointed major-general of horse in succession to Lord Wilmot, when the latter was dismissed before the battle of Lostwithiel. However, on 14 November 1644, he relinquished this post in order to join Lord Goring's army in the west country. After Goring's defeat at Langport and subsequent dismissal, Wentworth was appointed major-general of horse under the western army's new commander, Lord Hopton. Unfortunately Hopton was soon on bad terms with Wentworth and contrived to get himself badly beaten at Torrington on 14 March 1646. As a result, the already demoralized western army surrendered soon afterwards.
Exile with Prince Charles
Wentworth escaped with Prince Charles in the spring of 1646. The prince's court went first to the Isles of Scilly and then to Jersey. In 1649, Wentworth accompanied Charles to Paris.
Third English Civil War
The following year both Wentworth and his father, the earl of Cleveland, sailed with Charles to Scotland. Charles was compelled to subscribe to the Solemn League and Covenant as a condition of being recognized as King, but many of his followers neglected to do so including Wentworth and his father. Despite the defeat of the Scots army at Dunbar on 3 September 1650, both Wentworth and his father were, as non-subscribers, ordered out of the country on 17 October. Just as with the Earl of Forth and other prominent royalists, they ignored this edict and subsequently fought at Worcester on 3 September 1651. Although his father was afterwards captured, Wentworth got away safely.
Exile with King Charles
Until the Restoration in 1660, Wentworth attended Charles II's émigré court. In 1656 in Bruges, he was responsible for organizing and commanding a regiment of foot guards that served as a bodyguard unit to the exiled king. The regiment also served with the Spanish army at the Battle of the Dunes in June 1658, although there is some doubt as to whether Wentworth personally fought there.
Restoration
After the Restoration Wentworth returned home to England. He brought the regiment of foot guards with him, where it became the 1st foot guards and afterwards the Grenadier Guards.