Caffery launched his career of international diplomacy in 1911 when he entered the Foreign Service as second secretary of the legation in Caracas in 1911 during the William Howard Taft administration. He traveled to Persia (now Iran) in 1916, to Paris after World War I with President Wilson’s peacemakers, then to Washington, D.C., to arrange details for visits by the King of Belgium and the Prince of Wales. In 1920, he was named second-in-command at the U.S. Embassy in Madrid. In 1933, Caffery briefly served as assistant secretary of state under Cordell Hull. Throughout his career he also had worked in lower-ranking diplomatic posts in Belgium, Germany, Greece, Japan, Persia, Sweden, and Venezuela.