 In the years immediately prior to World War I he served as Del Rio, Texas during the Pancho Villa Expedition, and in San Francisco, California on the staff of the Army's Western Department.During World War I Coe served initially as chief of staff of the 1st Division in Saint-Nazaire, France.He was then promoted to brigadier general, and commanded the 1st Separate Coast Artillery Brigade, which was subsequently reorganized as the 30th Coast Artillery Brigade and then the Railway Artillery Reserve, First United States Army.