When the Cavalry Club first occupied the site, on Piccadilly in Mayfair, in 1890, it was a proprietary club owned by an officer in the 20th Hussars, but five years later, ownership passed into the hands of its members and it became a members' club. They raised the funds to build an entirely new clubhouse, which was designed by B. N. H. Orphoot[1] of Mewes and Davies and completed on the site in 1908.[2]
Like many London clubs, both the Cavalry Club and the Guards' Club went through a period of serious financial hardship in the 1970s. The solution proposed was a merger. The Guards' Club was due to close anyway, so their premises closed in 1975, and their 800 members joined the renamed Cavalry Club, also bringing numerous objets d'art with them.[2]