At first, the unit was only a detachment of volunteers, raised in Sicily by Major Count Francesco Rivarola, once he had obtained permission from King Ferdinand I and the British commander General Sir John Stuart to recruit troops in Messina.

The initial conditions were quite favourable, with a salary of a pound a day, subsistence of bread and meat, and treatment and training equal to those of the British infantry.

The following year, in March 1807, the Royal Sicilian Volunteers embarked for Constantinople in the mission led by General Alexander Mackenzie Fraser.

During this ill-fated mission the unit, now commanded by Colonel John Coape Sherbrooke, defended the Citadel of Qaitbay (which was nicknamed "the Cut") with a final balance of 10 killed and seven wounded.

During its stay in garrison at Malta, the regiment distinguished itself for the management of the terrible plague of that year, being highly praised for it by Governor Thomas Maitland.