In the spring of 1885, General King (at that time a captain in the National Guard) was riding in the area of Delafield, Wisconsin after visiting the Cushing homestead on the Bark River (present day Cushing Park) and the parents of the three historic Cushing Brothers. Captain King came upon a man dressed in a bathrobe drilling young men with broomsticks. Watching this futile exercise by toy soldiers, General King began to chuckle. Reverend Sydney T. Smythe asked what was so funny, and the reply was, "I mean no disrespect, sir, but let me show you how it is done." He then proceeded to teach the young men the West Point Manual of Arms. The now Impressed Head Master of the St. Johns Military Academy (now the St. John's Northwestern Military Academy) inquired as to the gentlemen's name. Upon answering, Reverend Smythe shook hands and inquired on the spot of General King's availability.
In 1898, he was appointed brigadier general of volunteers and sailed to the Philippines during the Spanish–American War. The fighting with Spain was over by the time he arrived, but he assisted in the surrender negotiations.
During the following Philippine–American War, King was placed in command of the 1st Brigade in Henry W. Lawton's division. He led his brigade during the Battle of Manila and sailed for Santa Cruz with Lawton's division. He was incapacitated by sickness during the Battle of Santa Cruz, but he returned to fight in the following Battle of Pagsanjan. He took part in the final major campaigns before the fighting turned primarily to guerilla warfare.
He returned to the United States and was active in the Wisconsin National Guard and in training troops for World War I. He wrote and edited over 60 books and novels. Among his list of titles are Campaigning with Crook, Fort Frayne, Under Fire and Daughter of the Sioux.
General King and his wife lived in the Carlton Hotel in Milwaukee. King commuted daily by train to Saint John's Military Academy. He routinely sat on the porch of the Holt house on campus and told the cadets, which included his grandson, tales of the old west.