In September 1902 Brooke resigned from the army and returned to England. There he met and worked with Major Frederick Russell Burnham, the famous American scout and then a Director of the East African Syndicate. In April 1903, as part of the Syndicate, Brooke left England for East Africa and went on an expedition with John C. Blick, Mr. Bittlebank, and Mr. Brown. The party, known as the Four B.'s, traveled from Nairobi via Mount Elgon northwards to the western shores of Lake Rudolph, experiencing plenty of privations from want of water, and of the danger from encounters with the natives.