Frederic's an idealist. As a quintessential Hemingway hero, he wants to prove himself as a man, and he figures that the best place to do this is on the field of battle. Participating in World War I will give him a chance to find a place for himself in life, a common desire of many young men of that particular period. But as the United States wasn't involved in the war at the time, he chose to join the Italians, who were part of the Allied war effort.
Frederic isn't just doing this for himself, however. He genuinely identifies with the Italian people, so much so that he feels like he's almost one of them. Certainly that's how some of the Italian soldiers feel about him. This is what happens when one's personal ideals are not matched by the actions of one's government. In such a situation, it often becomes necessary to identify with another nation's struggle and to become completely immersed in their national culture and destiny. That's what Frederic has done.
In addition to the answers already offered by others for this question, there is perhaps an autobiographical element at work in the novel. Ernest Hemingway wanted to join the US Army at the age of eighteen in 1917, but he could not meet the physical requirements due to poor vision in one eye and was denied enlistment. Determined to serve, Hemingway joined the Red Cross and was sent to Europe to drive ambulances on the front.
Frederic Henry is in the ambulance corps for the Italian army and doesn't explain himself to Catherine Barkley when she asks him about his duty. This may reflect feelings of inadequacy that Hemingway had about his roundabout way of getting to the front. Hemingway was badly injured in Schio, Italy, in 1918 by mortar fire when he was working with Italian soldiers near the battle's front lines.
In Chapter 4, Frederic Henry, an American, explains to Miss Barkley shortly after having met her that he is not really in the Italian army, but in the ambulance corps. When she presses him about why he joined the ambulance corps, he says, "There isn’t always an explanation for everything” (page 15). Later, in Chapter 5, when Miss Barkley presses him again, he explains that he was in Italy when the war broke out and he spoke Italian. His Italian is good, and it is also clear that Frederic Henry likes the Italian people and culture. Rinaldi says to him, "You are really an Italian...You only pretend to be an American" (page 57). Frederic Henry has close friends in the Italian army and clearly cares what happens to the country. In addition, at the point of the war when the book takes place, the Americans have declared war on Germany but not on Austria. Therefore, the Americans are just coming to where Frederic Henry is fighting and is wounded, and he could not have fought with the Americans in Italy at the time when he joined...
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the Italian ambulance corps.
The protagonist of Farewell to Arms, Frederic Henry, serves in the Italian army as a lieutenant and ambulance driver because the United States has not officially joined World War I yet. World War I begins in in 1914, but the United States does not declare war on the Central Powers until 1917.
Despite the U.S.'s reservations about becoming involved with an overseas conflict, many young men across the country felt a moral or philosophical calling to become involved or join the Allied armies to defeat the Kaiser. Many other young men travelled to Europe and enlisted with the Allies to seek adventure. Frederic Henry enlisted with the Italian army for a combination of these reasons.