Seeing that Lieutenant Franklin was gallantly trying to hold his men, Churchill, who was safe on the engine, jumped from it and ran to his assistance. Of what followed, this is his own account:

"Scarcely had the locomotive left me than I found myself alone in a shallow cutting, and none of our soldiers, who had all surrendered, to be seen. Then suddenly there appeared on the line at the end of the cutting two men not in uniform. 'Plate–layers,' I said to myself, and then, with a surge of realization, 'Boers.' My mind retains a momentary impression of these tall figures, full of animated movement, clad in dark flapping clothes, with slouch, storm–driven hats, posing their rifles hardly a hundred yards away. I turned and ran between the rails of the track, and the only thought I achieved was this: 'Boer marksmanship.'"

"Two bullets passed, both within a foot, one on either side. I flung myself against the banks of the cutting. But they gave no cover. Another glance at the figures; one was now kneeling to aim. Again I darted forward. Again two soft kisses sucked in the air, but nothing struck me. I must get out of the cutting—that damnable corridor. I scrambled up the bank. The earth sprang up beside me, and a bullet touched my hand, but outside the cutting was a tiny depression. I crouched in this, struggling to get my wind. On the other side of the railway a horseman galloped up, shouting to me and waving his hand. He was scarcely forty yards off. With a rifle I could have killed him easily. I knew nothing of the white flag, and the bullets had made me savage. I reached down for my Mauser pistol. I had left it in the cab of the engine. Between me and the horseman there was a wire fence. Should I continue to fly? The idea of another shot at such a short range decided me. Death stood before me, grim and sullen; Death without his light–hearted companion, Chance. So I held up my hand, and like Mr. Jorrock's foxes, cried 'Capivy!' Then I was herded with the other prisoners in a miserable group, and about the same time I noticed that my hand was bleeding, and it began to pour with rain."

"Two days before I had written to an officer at home: 'There has been a great deal too much surrendering in this war, and I hope people who do so will not be encouraged.'"

With other officers, Churchill was imprisoned in the State Model Schools, situated in the heart of Pretoria. It was distinctly characteristic that on the very day of his arrival he began to plan to escape.

Toward this end his first step was to lose his campaign hat, which he recognized was too obviously the hat of an English officer. The burgher to whom he gave money to purchase him another innocently brought him a Boer sombrero.

Before his chance to escape came a month elapsed, and the opportunity that then offered was less an opportunity to escape than to get himself shot.

The State Model Schools were surrounded by the children's playgrounds, penned in by a high wall, and at night, while they were used as a prison, brilliantly lighted by electric lights. After many nights of observation, Churchill discovered that while the sentries were pacing their beats there was a moment when to them a certain portion of the wall was in darkness. This was due to cross–shadows cast by the electric lights. On the other side of this wall there was a private house set in a garden filled with bushes. Beyond this was the open street.

To scale the wall was not difficult; the real danger lay in the fact that at no time were the sentries farther away than fifteen yards, and the chance of being shot by one or both of them was excellent.