UK veterans with complex needs arrested in police custody can access support through pre-charge diversion into treatment and ancillary services. We consider why veterans in police custody disengaged from a peer-led criminal justice diversionary support service in one UK region that adopted a continuous case management approach. Seven hundred and fifty-seven veterans were assessed to have high levels of comorbid health needs and socio-economic harms, with one-quarter (26.7%, n = 202) subsequently disengaging from the service. A logistic regression model using Multivariate Imputation by Chained Equations identified that veterans of a younger age, no-fixed-abode, a history of incarceration, and those from a Royal Navy background were likelier to disengage from the intervention. We conclude that this peer-based diversionary model has some efficacy in maintaining the engagement of a highly complex, comorbid segment of criminally-justice-exposed UK military veterans. The perceived benefits of an integrated peer-based model predicated on continuous case-management techniques are discussed.