The regiment sailed from Bombay, and arrived in Cape Colony on 21st January 1900, in time to take part in Lord Roberts' first advance. They were brigaded with the 9th Lancers under Brigadier General Gordon, the 17th Lancers joining them later at Bloemfontein; and the work of the brigade while acting together has been sketched under the 9th Lancers.

The fine work of both regiments on the morning of the 15th February, the day of the relief of Kimberley, has been spoken of by various writers, including Cecil Boyle in his article in the 'Nineteenth Century' of June 1900, and Goldman in his 'With General French and the Cavalry.'

Two officers and 4 non-commissioned officers and men were mentioned in Lord Roberts' despatch of 31st March 1900 for good work up to the occupation of Bloemfontein.

When Lord Roberts entered the capital on the 13th he did so at the head of Gordon's brigade. In his final despatch Lord Roberts mentioned 7 officers and 9 non-commissioned officers and men of the regiment.

In 1901 the 3rd Cavalry Brigade was broken up. The 16th were employed in the columns under Colonel White and other leaders operating in the south of the Orange River Colony and in Cape Colony. These columns had constant skirmishing and very hard work. In the last year of the war the 16th Lancers were much employed in the Calvinia and Clanwilliam district, and often had sharp fighting and some losses, as on 23rd December 1901, when 1 officer and 3 men were killed and 13 wounded.

One officer and 3 non-commissioned officers were mentioned in Lord Kitchener's despatch of 8th March 1902, and in the final despatch 4 officers, 3 non-commissioned officers, and a private were mentioned.

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