The regiment took part in third Maratha War (1817–1819), where its charge along with 6th Bengal Light Cavalry changed the course of the war and it was considered as the decisive factor in winning the war. During the war, the regiment earned its only Battle Honour 'Seetabuldee' for the relief of Nagpur Residency. GBG, Madras also took part in the First Burma War (1824–1826), where it rescued the advance guard which was surrounded by a large body of enemy force at Pagan. During the First World War, the regiment served as a remount training center and also patrolled the beaches during the bombardment of Madras by a German ship Emden. A combined force was also formed from detachment from Bombay and Madras Body Guards and was sent to serve in France.