Arnold was working for his family firm of grocers, Wallis & Blakeley, in Scarborough, at the outbreak of the First World War. He chose to serve with Friends Ambulance Unit between 1915 and 1918, a natural consequence for him of having been born and brought up in a Quaker family and having a Quaker education. He married Gladys Gregson in 1918, having been engaged throughout the war years.