The regiment did not exist before the Great War. It was formed in August 1914 under the administration of the GlamorganTerritorial Force Association. It was headquartered in Cardiff, Later in 1914 it moved to Newtown and was transferred to the Montgomeryshire Territorial Force Association. By early 1915 it had moved to Diss (Norfolk) and been placed under command of the 1st North Midland Mounted Brigade in 1st Mounted Division.
1/1st Welsh Horse Yeomanry
2/1st Welsh Horse Yeomanry
3/1st Welsh Horse Yeomanry
In the 1917 renumbering of Territorial troops, the Welsh Horse was not allocated new numbers as the regiment had effectively ceased to exist by this time.
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