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Grenfell joined the army in 1910, and was awarded a Distinguished Service Order in 1914.
On 13 May 1915 as a Captain in the Royal Dragoons Julian stood talking with other officers, a shell landed a few yards from them, and a splinter of the shell hit him in the head.
He was taken to a hospital in Boulogne where he died of his wounds 13 days later with his mother, father and sister at his bedside.
He was 27 years old and was buried at the Boulogne Eastern Cemetery.
The day after his death, together with news of his death, his most famous poem ' Into Battle ' was published for the first time, in The Times.

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