Gage's grandfather had been a cousin of Sir William Gage, 7th Baronet who was a noted patron of Sussex cricket in the first half of the 18th century: Gage himself became involved in cricket and is recorded playing in two matches for the Montpelier and Kennington team in 1796 and in a first-class match in 1802. He had only one innings in that match and scored 15 not out.[3]
Gage transferred to the fifth-rateHMS Minerve in January 1796, and having been promoted to lieutenant on 11 March 1796, he took part in the capture of the Spanish ship Santa Sabina in December 1796.[2] He also took part in the Battle of Cape St Vincent in February 1797 and led the Minerve's boats' crews in company with those of the frigate HMS Lively in the cutting out of the French ship Mutine at Santa Cruz, Tenerife in May 1797.[2] He was promoted to commander on 13 June 1797 and to captain and commanding officer of the fifth-rate HMS Terpsichore on 26 July 1797, the day after her previous captain Richard Bowen and first lieutenant George Thorp were killed during the assault on Santa Cruz, Tenerife. HMS Terpsichore then sailed for Tunis as part of a squadron ordered to take possession of some French vessels following a breach of neutrality committed by its Bey,[4] following which the squadron cruised the Balearic Islands where they made several captures before HMS Terpsichore joined the squadron conducting the Siege of French-held Malta.[2] In HMS Terpsichore he also conveyed Charles Emmanuel, who had just abdicated as Prince of Piedmont, to exile in Sardinia in February 1799 and captured the Spanish ship San Antonio in June 1799.[2] In July 1800 he was involved in an incident in which his squadron stopped and searched a Danish convoy heading for France: the incident led to the formation of the Second League of Armed Neutrality, an alliance between Denmark–Norway, Prussia, Sweden and Russia.[2]
Gage became commanding officer of the fifth-rate HMS Uranie in the Channel Squadron in March 1801 and took part in the capture of the French ship Chevrette in July 1801.[2] He went on to be commanding officer of the fifth-rate HMS Thetis in the Mediterranean Squadron in July 1805 and of the third-rate HMS Indus also in the Mediterranean Squadron in February 1813.[2] In HMS Indus he saw action at the attack on the French ship Romulus in February 1814 during the closing stages of the Napoleonic Wars.[2]