Many military customers are now specifying "CE marking" without being entirely sure whether it's applicable.
CE marking always comes back to the fundamental "is the product within scope of one or more CE marking Directives".
Machinery, R&TTE and RoHS Directives contain exemptions for equipment only used for military/national security applications.
LVD and EMC Directive do not contain any such exemption, though EMC contains exemption for " aeronautical products, parts and appliances as referred to in Regulation (EC) No 1592/2002 of the European Parliament and of the Council of 15 July 2002 on common rules in the field of civil aviation and establishing a European Aviation Safety Agency"
The other thing to remember of course is that the military are not exempt from various pieces of legislation covering Health&Safety, Provision of Work Equipment etc, and one of the ways they comply with this legislation is to procure CE marked equipment . . .