Eventually he joined the Bengal Army of the East India Company where Lord Lake had become Commander-in-Chief of British India in 1801. Subsequently, on 23 February 1803, Skinner raised a regiment of irregular cavalry called "Skinner's Horse" or the "Yellow Boys" because of the colour of their uniform. Later it became a famous regiment of light cavalry in the British Indian Army and still exists today as part of the Indian Army. Commanding his regiment of irregular cavalry in 1805 he was present at the Siege of Bharatpur and took part in the Pindari War (1817–18). For his services he was granted a "jagir" of Hansi (Hisar district, Haryana), yielding Rs 20,000 a year.