The corps was raised in Cape Town by Lord Roberts as a personal bodyguard on 31 January 1900 and placed under the command of Major D. Tyrie Laing, formerly of the 91st and 93rd Regiments.
Initially numbering about 100 men, all of whom were colonials and in the main picked from existing South African 'regular' volunteer units, in November 1900 the unit became a fighting regiment to be called 'The Bodyguard' with a strength of 570. This was soon increased to 1,000 men equipped with two pom-poms and two machine-guns.
At Lindley on 3 January 1901, a detachment of The Bodyguard came into contact with superior numbers of enemy troops. The ensuing action led to significant casualties when Laing's men became surrounded on three sides by Botha's Commando. Faced with the option of continuing his defensive action or surrendering, Laing chose to fight on, possibly in the hope that Colonel White's column would come to his assistance. Deployed into the bed of a tributary, where the eroded banks provided some cover, the men put up a brave a determined defence which only faltered when Laing was shot dead with a bullet through the heart. Facing a deadly fire, the remaining troops were forced to surrender and hand over arms, White's relief arriving too late to save the situation.