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Originally raised in 1857 by Capt.F.Wale, and sometimes known as "Wales Horse", the regiment later became 1st Regiment Sikh Irregular Cavalry and later again, was known as Probyn's Horse after one of its early commandants, Lt.Col. D.M.Probyn, V.C., who joined the regiment in 1860. He served with them for nine years before being appointed to the command of the Central India Horse. In 1888 he was promoted to General and until his retirement in 1919, he served in various capacities in the Royal Household. Although following his command of the regiment it became known as "Probyn's Horse", this was not made part of the official regimental title until 1904, when he became Colonel of the regiment. This brilliant soldier left a firm imprint of his character on the regiment, which was always considered as one of the elite cavalry regiments. The dress of this regiment was also one of the most spectacular and extravagant. In 1864 when the regiment was completely converted to a Lancer regiment, a new kurta was authorised for undress, to which gold lace had been very generously added. The cummerbund was of red Kashmir wool with gold laced and patterned ends. A dark blue pugri with gold striping was wound around a red and gold embroidered kullah. In 1876 the regiment provided an escort to HRH The Prince of Wales, who became its Honorary Colonel, and the Prince's title and crest were carried from that time. The Prince of Wales' feathers can be seen as a silver badge on the shoulder belt, and it was also carried, instead of numerals, on the special shoulder scales, which were made from gold plated curb chain. The device also forms part of the regimental badge, which is carried, on the waist belt plate and also on the pouch. A special sword, curved with a marmaluke hilt, was particular to the regiment The regiment wore this elaborate uniform at a time when most other regiments in India were wearing khaki for non-ceremonial use, and they only adopted khaki in 1895.

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