In the first stage of the war the Regiment was assigned to the Headquarters of the Emperor, and one squadron was the personal guard of Marshal Davout. acted from time to time as a military police unit. They also fought near Wilno, Mohylew and Smoleńsk. During the Battle of Borodino they were kept in reserve. Only one squadron went to Moscow with Napoleon (the rest of them followed a few days later). Some fifty -lancers escorted the Emperor from the burning Kremlin, covering him - in the most critical moment - with their overcoats. With their experience of the severity of winters in Eastern Europe, the , when leaving Moscow, had their horses fitted with ice-horseshoes.