Leaving the metropolis of Spain to engage in operations against the French army, the regiment proceeded to St. Ildefonso, remained there a few days, and afterwards proceeded to the vicinity of _Burgos_, where the enemy was found in position on the 17th of September. The FIFTH DRAGOON GUARDS, and Third and Fourth Dragoons, were ordered to the front, and dispositions were made for the attack; but the French commander withdrew his forces, leaving a strong garrison in the castle of Burgos. This fortress was besieged, and the regiment, forming part of the covering army, was stationed at Villamar, the head quarters of the cavalry. On the 19th of October, the enemy attempted to relieve the besieged, and attacked and carried the village of Quintanapalla; the left wing of infantry and FIFTH DRAGOON GUARDS, and Third and Fourth Dragoons, advanced to retake the village, but on the approach of this force the French retreated.
At length, the movements of the superior numbers of the enemy, rendered it necessary for the main army to unite with the forces under Lieutenant-General Sir Rowland Hill, and a retreat was resolved upon. Withdrawing from Burgos with great secrecy on the night of the 21st of October, the army commenced its celebrated retreat to the frontiers of Portugal, which was performed under peculiar difficulties, and in presence of an immense superiority of numbers, with the same signal ability which distinguished all the operations of the British commander, who evinced, on many occasions during this war, the sublimity of military talent.
On the 23rd of October, the army continued its retreat in two columns; the FIFTH DRAGOON GUARDS, and Third and Fourth Dragoons, covering the retreat of the column from Hormillos; the enemy menaced the rear with an immense force of cavalry, but was unable to make a serious impression, and the British troops bivouacked that night on the hills above Cordovilla. Resuming the march an hour before daylight on the following morning, the column passed the bridge of Cordovilla and crossed the Carrion, covered by Colonel Ponsonby's brigade, and the head quarters were established at Duenas, from whence two squadrons of the FIFTH DRAGOON GUARDS and Third Dragoons were detached, to cover the working parties employed in mining the bridges of Palencia for destruction; but the French advancing in great force gained possession of the bridges in an unbroken state. On the 26th the army resumed its retrograde movement, crossed the Pisuerga at Cabeçon, and occupied that town and its vicinity until the 29th, when it again retired, and, having crossed the Douro, occupied a position beyond that river several days. On the 6th of November the army retreated on Salamanca; on the 15th it resumed its march, and having crossed the Agueda, proceeded into quarters in Portugal. The FIFTH DRAGOON GUARDS halted eight days at Gallegos, in the province of Biera, and afterwards proceeded to Ervidal, where they remained until the 28th of December, and subsequently marched to Goes.