After the frontier, McClure was in Puerto Rico from 1899 to 1900, then he served in the Philippines from 1901 to 1903. McClure became a distinguished graduate of the School of the Line in 1909, and he graduated from the Army Staff College in 1910. He became an instructor at the Army Service School from 1913 to 1916. During the spring of 1916, he participated in the Pancho Villa Expedition. In 1917, McClure graduated from the United States Army War College and was promoted to brigadier general on December 17 of that year. He was the commander of Base Camp Number One in San Nazaire, France, until 1918. McClure then became commander of the 69th Infantry Brigade for two months, and then commanded the 38th Infantry Division for five weeks. McClure spent three months in combat with both the 69th and the 38th Divisions. McClure worked on duty in the Chief of Staff's office in Washington from late 1918 to early 1919. From 1920 to 1922, he served as the assistant commandant of the Disciplinary Barracks at Fort Leavenworth, Kansas and from 1923 to 1926 he worked with the Signal Corps. McClure retired as a colonel July 21, 1929, and his bigadier general rank was restored June 1930.
