The previous year, at the age of only twenty-one, Apsley Junior had inherited his father's estates and decided to spend some of his newfound wealth travelling around the World, on cargo boats. While in Brisbane, he heard of Capt. Robert Scott's proposed second Antarctic expedition and his attempt to be be the first man at the South Pole. Spurred on by a desire to live up to his father's reputation as an adventurer, Apsley wrote to Scott's associate, Dr. Edward Wilson, with whom he was distantly acquainted, and volunteered to join them. Rejected twice, Scott was eventually persuaded to take 'Cherry' on as an assistant zoologist for the scientific programme, after he still gave the expedition a donation of £1,000 (about £60,000 today).

Scott and his party of sixty-five members of the 'Terra Nova Expedition' arrived in Antarctica in January 1911. Initial activity was centred on exploration of King Edward VII land and setting up a number of depots of food and fuel for later use on the polar journey. Scott commended Cherry for his efficiency, as well as his unselfish sledging and tent-sharing. He seems to have been well liked and, in the July, Wilson asked him to join him in a trip to Cape Crozier with the aim of acquiring the unhatched egg of an Emperor Penguin. Henry Bowers went too. In the depths of the Antarctic winter, temperatures dropped as low as -60°C as the three of them hauled their sledge some sixty miles to their goal. They arrived at the penguin rookery in the middle of a blizzard and, when the exhausted men tried to make camp, their tent was ripped from over them and they were left in their sleeping bags to face the mounting snow drifts. When the winds finally subsided, they miraculously found their tent wedged into nearby rocks. After successfully collecting three eggs, they slowly made their way back to Scott's camp. The three men had become very close. Cherry called this trip the "the hardest that has ever been made," a phrase which, in later years, influenced the title of his book describing the whole expedition.

Scientific work and preparations continued over the winter and Cherry even re-instated the South Polar Times previously published by Shackleton on the Discovery expedition. In October 1911, Scott and fifteen others, including Cherry, finally set out for the South Pole. They knew that most of them would be sent back in stages but not who that would be. The journey did not go well: motor-sledges failed, exhausted ponies had to be shot and blizzards forced the party to break into rations reserved for later on. Cherry accompanied them as far as the top of the Beardmore Glacier. Three days before Christmas, due to his youth, it was decided to send Cherry back to base, along with Edward Atkinson and Patrick Keohane. On the return journey, Cherry acted as navigator, but he suffered from short-sightedness and could see little without his glasses which he couldn't wear whilst sledging. He often used the sight of the others, until snow-blindness prevented this too. He then fell back on the gleam of the Sun that he could still just make out.

In February 1912, Cherry and the dog handler, Dimitri Gerov, made a supply run to the largest of the supply depots, known as 'One Ton'. They also hoped they might meet Scott and his company returning from the Pole. Cherry waited for a week, but eventually had to return to base due to lack for dog food and Gerov's poor health. By April, with no word from Scott's Polar party, Cherry and the others accepted that they must have died. Unbeknown to them, Scott had reached One Ton Depot only eleven days after Cherry had left. He and his two companions, Wilson and Bowers, died eight days later. At base camp, the expedition’s scientific work continued under Atkinson’s command, with Cherry acting as record keeper. It wasn’t until October 1912, that they were able to head south again to try and ascertain the fate of Scott and the Polar party. Their three bodies were dsicovered in their tent on 12th of that month. Cherry was particularly upset by the deaths of his two friends with whom he had spent so much time with on the trip to Cape Crozier. He suggested that "To strive, to seek, to find and not to yield" (the last line of Tennyson's 'Ulysses') be inscribed on the cross over their grave.

Back in England, Cherry joined up during the First World War and commanded a squadron of armoured cars in Flanders. Invalided out in 1916, he unsurprisingly developed a number of additional health problems, including what is now known as irritable bowel syndrome, as well as the inevitable depression. From his bed, where he was confined by his afflictions for many years, he obsessed over what might have been done differently to prevent the deaths of Scott, Wilson and Bowers and secure the success of the Terra Nova Expedition. He did, however, eventually gain considerable comfort, in 1922, from recording his experiences in his book, ‘The Worst Journey in the World’ – since acclaimed as he greatest true adventure story ever written. This endeavour was encouraged by his friend, George Bernard Shaw. Friendships with other men of letters included HG Wells and Arnold Bennett; and there were also adventurers, like Mallory of Everest and Lawrence of Arabia.