The Wiltshire Yeomanry was raised on June 4, 1794, at a meeting at the Bear Hotel in Devizes. The ten troops raised were unified in 1797 in a single regiment, named The Regiment of Wiltshire Yeomanry Cavalry. 
The title "Royal" was granted in 1831. The title "Prince of Wales' Own" was granted in 1863 - the Regiment had perfomed escor Duty to the Prince of Wales on a visit to Savernake.