The first record of the establishment of the Band was about 1795, and later in the Royal United services Journal for June 1831, referring to The Mounted Band of The Life Guards, it says, "After saluting and marching past the King, 'God Save the King' was played on the Russian Chromatic Trumpets..." these being the instruments used by the Band at that time.

The Trumpets had only one valve and were the forerunner of the three valve trumpet in use today. Traditionally a trumpeter from within the Band is on duty 24 hours a day to sound the same calls that were played when the regiment was first formed. Every person in the Household Cavalry Mounted Regiment is expected to know the calls and the times they are sounded.

From 1820 to 1905 the Band was under the direction of Bandmasters (Warrant Officers). From 1905 the Senior Bandmaster of the three Household Cavalry Regiments, C.W.H Hall, was commissioned Lieutenant to the Second Regiment of Life Guards and was their first Director of Music. He retired in 1922 when the 1st and 2nd Life Guards were amalgamated and was followed by:

• 1922 - 1926 Lieutenant H.E Eldridge 
• 1959 - 1970 Major W.G Jackson
• 1926 - 1931 Lieutenant W.G Gibson
• 1931 - 1938 Lieutenant S.S Smith 
• 1938 - 1959 Lt. Col Albert Lemoine
• 1959 - 1970 Major W.G Jackson
• 1970 - 1984 Major A.J Richards 
• 1984 - 1989 Major J.C McColl 
• 1989 - 1997 Major C.J. Reeves 
• 1997 - 2002 Major M.J. Torrent
• 2002 - 2005 Major D.W. Cresswell
• 2005 - 2008 Major R. Pennington
• 2008 - Present Captain K.L. Davies                 

The Band today has 35 musicians and within its ranks there are many fine soloists. Most of the members of the Band play two instruments and have a varied repertoire from Bach through to the latest 'West End' Shows. They perform in London hotels as a Marching Display Band, Dance Band and Rock Band.

The Band can also supply a String Quartet, Brass Quintet or Woodwind Quintet not to mention a very spectacular Fanfare Team. Apart from tours to Cyprus, Bosnia and The USA the Band tour extensively performing as a Concert Band, Marching Band, Orchestra and Mounted Band.

From State Investitures, Palace Banquettes, Royal Ascot and the Lord Mayor's Show The Band of The Life Guards feature at every ceremony where the pomp and pageantry of our heritage is highlighted by the woven tapestry of Military Music and State Occasions.