Wesley was born in Boyton, Suffolk, on 27th April 1896; his father was John, a horseman on a farm and mother, Alice. In 1911, the family were living at Hatchley Cottages in Bromeswell and Wesley was working as a stock boy. He was a cousin of Eliza Pottle, the wife of Arthur Dickerson. 

Wesley enlisted in Woodbridge on 31st August 1914, joining the Suffolk Regiment. He was posted to France on 19th January 1915 to serve with the 2nd Battalion Suffolk Regiment. In August 1915, the battalion was at the front line at Spoil Bank on the Ypres- Comines Canal in the Ypres salient. On 21st August 1915, Wesley was wounded by shell fire, breaking both ankles. He was taken to the 9th Field Ambulance and quickly evacuated to the 10th Casualty Clearing Station, based at Remy Sidings, near Langermarck, in Belgium. From here, he was sent to the General Hospital in Etaples, France, before being shipped back to England on board the Hospital Ship Brighton. He spent eighty-five days recovering from his wounds in Graylingwell Military Hospital in Chichester.

On discharge from hospital, he was transferred to the 2/6th Scottish Rifles and then on to the School of Instruction - Yeomanry in Dublin, Ireland, joining the 2/1st Lothian and Borders Horse Yeomanry, with whom he remained for the rest of the war. He was discharged from the army on 19th March 1919, giving his address as Pear Tree Cottages, Station Road, Melton (where his cousin Eliza Dickerson lived). In October, he re-enlisted into the Essex Regiment.

For his war service, Wesley received the 1914-15 Star and the British War and Victory Medal.