In April 1800 Captain Reynell embarked with his regiment for the Mediterranean, and went in the first instance to Minorca, afterwards to Leghorn; returned to Minorca, and proceeded with a large force under Lieut.-General Sir Ralph Abercromby, for the attack of Cadiz. Signals for disembarking were made; but although the boats had actually put off from the ships, a recall was ordered, in consequence of the plague raging at Cadiz. After this, he proceeded up the Mediterranean again, and in November landed at Malta. The flank companies of the Fortieth regiment having been allowed to volunteer their services in the expedition to Egypt, Captain Reynell proceeded thither in command of the light company (one of the four flank companies detached under Colonel Brent Spencer), and was present in the action at the landing on the 8th of March 1801. On this occasion the flank companies of the Fortieth were on the right of the line, and were particularly noticed for the gallant style in which they mounted the sand-hills immediately where they landed. Captain Reynell was present in the battle of the 13th of March, and commanded the right out-piquet of the army in the morning of the 21st of that month, when the French attacked the British near Alexandria, on which occasion General Sir Ralph Abercromby was mortally wounded. Soon after Captain Reynell proceeded with a small British corps and some Turkish battalions to Rosetta, of which easy possession was taken. He was present in the action at Rhamanie, on the 9th of May, and followed the French to Grand Cairo, where that part of their army capitulated, and returned as escort in charge of the French troops to Rosetta; and after they had embarked he joined the force under Major-General Sir Eyre Coote before Alexandria. The surrender of Alexandria on the 2nd of September 1801 terminated the campaign, for his services in which he received the gold medal conferred by the Grand Seignior on the several officers employed. Captain Reynell was afterwards appointed Aide-de-camp to Major-General Cradock, who was ordered to proceed from Egypt with a force of four thousand men to Corfu; but while at sea counter-orders were received, and he proceeded to Malta, and subsequently to England. In July 1804 he embarked as Aide-de-camp to Lieut.-General Sir John Cradock, K.B., who had been appointed to the command of the troops at Madras; and while on the passage, namely, the 3rd of August 1804, he was promoted to the rank of Major in the Fortieth regiment.