In 1883 he was sent to India, as commander-in-chief responsible for an area extending from Bombay (Mumbai) to Aden (Yemen). As well as trying to modernize the Indian armies, he travelled extensively on military and diplomatic business in India and the wider World, including to the USA and Japan.
In 1902 Connaught was promoted to Field Marshal and in 1904 became the new post of Inspector-General of the Forces. His job was to report on the reforms ordered after the Boer War, but he became unpopular as he reported that many of the reforms were not being carried out. As he was too senior to be sacked, he was sent to command British forces in Malta. He resigned from the Army in protest in 1909.