Hodgson joined the 15th Hussars a cavalry regiment of the British Army in 1889. He was promoted captain in 1895 and became their adjutant on 17 December 1893. His was next promoted to major on 29 November 1899, and later became the commanding officer in 1907, during which he was appointed to Royal Victorian Order on 5 November 1910. Following his service as commanding officer Hodgson was put on the half-pay list on 10 October 1911.
By the First World War he was a in command of the Eastern Mounted Brigade and deployed with them to serve in the Gallipoli Campaign, where following losses it was amalgamated into the 3rd Dismounted Brigade, on 22 February 1916 along with the remnants of the South Eastern Mounted Brigade. this new brigade was still commanded by Hodgson. Following the Allied withdrawal he went to Egypt and fought with the Western Frontier Force in the Senussi Campaign. In February 1917, he was given his first divisional command, the Imperial Mounted Division, later renamed the Australian Mounted Division. His immediate commander General Harry Chauvel said of him "his masterpiece was probably his skilful withdrawal of his own division and attached brigades from Es Salt during the second Trans-Jordan raid, when, owing to the defection of certain of our Arab allies and a determined counter-attack by the enemy, he was surrounded on three sides, and his line of retreat almost cut off in extremely difficult country. His coolness and determination on that occasion, coupled with the bravery of his troops, saved Australia very serious losses, and earned him the complete confidence of his troops".
Later career
Hodgson was promoted to substantive major general on 1 January 1919, having only been a substantive colonel and a temporary major general beforehand. For his service in the Middle East he was awarded the Order of the Nile in November 1919, by the Sultan of Egypt, and the Military Order of Savoy by Italy. He later became the Regimental Colonel of the 14th King's Hussars overseeing the amalgamation with the 20th Hussars when they became the 14th/20th King's Hussars. His last command was the 44th Division before retiring from the army in 1927. Henry West Hodgson died in London 5 February 1930 and was buried at the St Mary Magdalene Church Bolney England.