Queen Alexandra became Colonel-in-Chief of the regiment in 1914. Her daughter married Prince Carl of Denmark, later King Haakon VII of Norway, who in 1942 became Colonel-in-Chief. The honour was passed to his son, King Olav V, and, in turn, to his son King Harald V, the present King of Norway.
The Princess also designed a new cap badge for the regiment. Cap badges have changed regularly over the years, and the museum collection includes an example of every cap badge from 1872 to 2006.