The regiment was originally formed by Lord Milford as part of the response to the French Revolutionary Wars in 1794 . The Prime Minister , William Pitt the Younger , proposed that the English Counties form a force of Volunteer Yeoman Cavalry that could be called on by the King to defend the country against invasion or by the Lord Lieutenant to subdue any civil disorder within the country . One troop was formed at Castlemartin on 22 April 1794 , and then four more formed the Pembroke Yeomanry Cavalry . Eighty members of the Pembrokeshire Yeomanry were present at the Massacre of Tranent in Scotland in 1797
Massacre of Tranent
Massacre of Tranent
Pembroke Yeomanry