The regiment was first raised May 3rd 1794, as a volunteer corps of "Dorset Rangers", being the fourth corps of Yeomanry, disbanded 1802, and re-raised 1803.
On the declaration of peace in 1814, the corps was again disbanded. Not only did the men of the Dorset Rangers clothe and horse themselves, but they refused any subscription from the county to assist them.
In 1830 the regiment was re-formed once more, and in 1833 acted as escort to the princess Victoria.
In 1843 the regiment received the title "The Queen's Own Regiment of Yeomanry Cavalry".