Unlike many older units of Imperial Russian Army, the Volinsky Regiment was neither attached to or originated from the land of Volhynia after which it was named. Instead, it traces its roots to a single Imperial Militia Battalion formed by Duke Constantine Pavlovich of Russia in Strelna on 12 December 1806 (Old Style). In the spring of the following year it took part in the Battle of Guttstadt-Deppen of the War of the Fourth Coalition. In 1807 it took part in the Battle of Friedland and in January of the following year was renamed to His Majesty's Guards Militia Battalion and then in April to His Majesty's Finnish Battalion. Reinforced and reorganised, in October 1811 the battalion was extended to become the Guards Finnish Regiment of three infantry battalions. The first battalion, still including many veterans of the original militia unit, was then mentioned in dispatches for its role in the Battle of Leipzig. Having suffered heavy losses, the battalion was retained in Russian-occupied Warsaw in 1814.