It was previously known as the 5th King Edward's Own Probyn's Horse, which was a regular cavalry regiment of the British Indian Army.

It was formed in 1921 by the amalgamation of the 11th King Edward's Own Lancers (Probyn's Horse) and the 12th Cavalry.

Captain Wale was killed in action on 1 March 1858, while leading the regiment in the pursuit of rebels, and was replaced by Major Dighton Probyn, VC.

[1][2] The Lancer's uniform of Probyn's Horse was topped by cap-line worn unattached.

Made of heavy khaki cloth it gave good protection against the sun, and became popular, even with British officers, who's adopted the puggaree as part of their dress.

[1][2] After the First World War, the number of Indian cavalry regiments was reduced from thirty-nine to twenty-one.