Arthur was baptised in the Private Chapel of Windsor Castle on 16 February 1883 and his godparents were: Queen Victoria (paternal grandmother); Augusta of Saxe-Weimar-Eisenach (maternal great-great aunt); Friedrich Leopold of Prussia (maternal uncle); Marie of Prussia (maternal aunt); George, Duke of Cambridge (the Queen’s cousin); and Alfred, Duke of Saxe-Coburg and Gotha (paternal uncle).
Arthur was the first British prince to attend Eton College and he followed in his father’s footsteps by attending at the Royal Military College, Sandhurst where he was commissioned into the 7th (Queen’s Own) Hussars in 1901. During the Second Boer War, Arthur served with the 7th Hussars and spent several months at Krugersdorp. In 1907, he was promoted to the rank of captain in the 2nd Dragoons (Royal Scots Greys).
During the First World War, Arthur served as aide-de-camp to Sir John French and Sir Douglas Haig, the commanders of the British Expeditionary Force in France and Belgium. He was promoted to lieutenant colonel in 1919 and became a colonel in the reserves in 1922. In October 1922, Arthur was promoted to the honorary rank of major general and became an aide-de-camp to George V.
On 15 October 1913, Arthur married his cousin, Alexandra, 2nd Duchess of Fife, at the Chapel Royal, St. James’s Palace, London. They had one child, Alastair, who went by the title of Earl of Macduff until he succeeded after his grandfather’s death to the title of 2nd Duke of Connaught.
Since Arthur and his father were the most senior male members of the royal family during the early reign of George V, both undertook many official duties and acted as a Counsellor of State during the King’s absence abroad. In 1920, Arthur succeeded Viscount Buxton as governor-general and commander-in-chief in South Africa.
Arthur died of stomach cancer on 12 September 1938 and was buried in the Royal Burial Ground, Frogmore.