With the outbreak of the First World War in 1914, the regiment mobilised in the North Midland Mounted Brigade and moved to France in November joining the 3rd Cavalry Division. As such, it was one of only six yeomanry regiments to be posted to a regular cavalry division in the war. It saw service at the First Battle of Ypres in 1914 and the Second Battle of Ypres in 1915. At Second Ypres, the regiment gained battle honours for the Battle of St Julien and the Battle of Frezenberg, where a squadron of the regiment held the line for its entire brigade.