On 21 May 1915 Coxen was ordered to raise the brigade of siege artillery (SAB) for service in Europe.
The brigade was to consist of two batteries, with eight siege guns to be supplied by Britain and 415 officers and other ranks, about half of whom would be permanent force artillery gunners.
The brigade, which became known as the 36th Heavy Artillery Group (36 HAG), departed Melbourne on 17 July 1915 and landed in England on 25 August 1915.
After a delay due to a short supply of heavy artillery pieces, the 54th Siege Battery was equipped with 8 inch howitzers and the 55th Siege Battery with 9.2 inch howitzers.
The batteries moved to France on 26 February and 2 March 1916 respectively.

The 36th Heavy Artillery Group began operations in support of the British XVII Corps in the Arras sector before moving south to join the British Fourth Army for the Battle of the Somme.
The Group then joined I Anzac Corps Artillery at Pozières and took part in the Battle of Pozières in support of the Australian infantry.
For his services, Coxen was awarded the Distinguished Service Order (DSO) in the 1917 New Year Honours.

On 18 January 1917, Coxen replaced Brigadier General Talbot Hobbs as commander of the 1st Division Artillery.
On his appointment to the 1st Division, Coxen was promoted to brigadier general.
He served in that capacity through the German withdrawal to the Hindenburg Line, the Battle of Bullecourt and the Third Battle of Ypres.
On 18 October 1917, Coxen took over as commander of the Australian Corps Artillery and was appointed a Companion of the Order of St Michael and St George (CMG) in the 1918 New Year's Honours.
On 16 November 1918, Coxen became Director of Ordnance in the AIF's Department of Repatriation in London.
He returned to Australia in August 1919 and became Chief of Ordnance, and a member of the Military Board.
In the 1919 New Year's Honours, Coxen was appointed a Companion of the Order of the Bath (CB).
On 21 May 1915 Coxen was ordered to raise the brigade of siege artillery (SAB) for service in Europe. The brigade was to consist of two batteries, with eight siege guns to be supplied by Britain and 415 officers and other ranks, about half of whom would be permanent force artillery gunners. The brigade, which became known as the 36th Heavy Artillery Group (36 HAG), departed Melbourne on 17 July 1915 and landed in England on 25 August 1915. After a delay due to a short supply of heavy artillery pieces, the 54th Siege Battery was equipped with 8 inch howitzers and the 55th Siege Battery with 9.2 inch howitzers. The batteries moved to France on 26 February and 2 March 1916 respectively.
The 36th Heavy Artillery Group began operations in support of the British XVII Corps in the Arras sector before moving south to join the British Fourth Army for the Battle of the Somme. The Group then joined I Anzac Corps Artillery at Pozières and took part in the Battle of Pozières in support of the Australian infantry. For his services, Coxen was awarded the Distinguished Service Order (DSO) in the 1917 New Year Honours.
On 18 January 1917, Coxen replaced Brigadier General Talbot Hobbs as commander of the 1st Division Artillery. On his appointment to the 1st Division, Coxen was promoted to brigadier general. He served in that capacity through the German withdrawal to the Hindenburg Line, the Battle of Bullecourt and the Third Battle of Ypres. On 18 October 1917, Coxen took over as commander of the Australian Corps Artillery and was appointed a Companion of the Order of St Michael and St George (CMG) in the 1918 New Year's Honours. On 16 November 1918, Coxen became Director of Ordnance in the AIF's Department of Repatriation in London. He returned to Australia in August 1919 and became Chief of Ordnance, and a member of the Military Board. In the 1919 New Year's Honours, Coxen was appointed a Companion of the Order of the Bath (CB).
Walter Coxen