Dally Jones was educated at Harrow and Trinity College, Cambridge before joining the Army in 1878. He served in the 99th (Lanarkshire) Regiment of Foot with postings in Natal, Bermuda and the East Indies. He was appointed Deputy-Assistant-Adjutant-General for Gibraltar 1891-8 before taking on the role of press censor for General Redvers Buller during the Boer War.
He is credited, along with fellow officer Lieutenant-Colonel Ernest Swinton, with having initiated, on Christmas Eve, 1915, the use of the word "tank" as a code-name for the first tracked, armoured fighting vehicles produced by Great Britain.
- van der Poel, Jean (2007). Selections from the Smuts Papers: Volume 4, November 1918-August 1919. Cambridge: Cambridge University Press. p. 342.
- "ame: Walter Dally Jones. Regiments: Wiltshire Regiment". Discovery. The National Archive. Retrieved 23 January 2017.
- Swinton, E.D. (1932) Eyewitness London, Hodder & Stoughton. pp186-7
- Beesley, Ian (2017). The Official History of the Cabinet Secretaries. London: Routledge.