He served as Master of the Horse under Sir Henry Campbell-Bannerman from 1905 to 1907. He was commissioned a lieutenant in the 2nd Life Guards, and appointed a supernumerary captain in the Lancashire Hussars Imperial Yemonary on 4 June 1902. In April 1902, he was appointed a deputy lieutenant of Lancashire.
When the Liberals came to power under Sir Henry Campbell-Bannerman in December 1905, Sefton was appointed Master of the Horse and sworn of the Privy Council in January 1906.
He continued as Master of the Horse until September 1907. Lord Sefton married Lady Helena Mary Bridgeman, daughter of George Bridgeman, 4th Earl of Bradford, on 8 January 1898.
They had three children:
Hugh William Osbert Molyneux, 7th Earl of Sefton (1898–1972). Midshipman Honorary Cecil Richard Molyneux (1899–1916), killed in action during the First World War.
Lady Evelyn Molyneux (1902–1917), died young.
Lord Sefton died in June 1930, aged 59, and was succeeded in the earldom by his eldest and only surviving son, Hugh.