The regiment was raised by Colonel Francis Luttrell in 1688 from independent companies of infantry in Devon. It embarked for Flanders in spring 1692 and saw action at the Battle of Steenkerque in August 1692, the Battle of Landen in July 1693 and the Siege of Namur in summer 1695 during the Nine Years' War. The regiment returned to England in March 1696. The regiment returned to Flanders in spring 1710 and took part in the siege of Douai in summer 1710 during the War of the Spanish Succession. The regiment returned to Flanders again in 1744 and saw action at the Battle of Fontenoy in May 1745, the Battle of Rocoux in October 1746 and the Battle of Lauffeld in July 1747 during the War of the Austrian Succession. The regiment returned to England in winter 1748. The regiment was known by the names of its various colonels until 1751, when it became the 19th Regiment of Foot.
The regiment took part in the capture of Belle Île in April 1761 during the Seven Years' War. In 1782, all regiments of foot without a special designation were given a county title "to cultivate a connection with the County which might at all times be useful towards recruiting" and so the regiment was redesignated the 19th (1st North Riding of Yorkshire) Regiment. The regiment also saw action at the Siege of Seringapatam in April 1799 during the Fourth Anglo-Mysore War.
The regiment was known as the Green Howards from 1744. At that time, regiments were known by the name of their colonel. The 19th regiment's colonel was Hon. Sir Charles Howard. However, at the same time, the 3rd Regiment of Foot had been commanded by its colonel Thomas Howard, since 1737. To tell them apart (since they both would have been known as 'Howard's Regiment of Foot'), the colours of their uniform facings were used to distinguish them. In this way, one became 'Howard's Buffs' (eventually simply The Buffs), while the other became the Green Howards. Although the Green Howards were referred to unofficially as such from then on, it was not until 1921 that the regiment was officially retitled as the Green Howards (Alexandra, Princess of Wales's Own Yorkshire Regiment). Under the Childers Reforms, all non-royal English infantry regiments were to wear white facings from 1881. In 1899, the regiment was able to reverse this decision with the restoration of the grass green facings formerly worn by the 19th Foot.
In April 1801 the regiment was deployed to Ceylon for service in the Kandyan Wars. The regiment lost 6 officers and 172 other ranks in a massacre there in June 1803 and then remained on the island to enforce British rule. The regiment did not return to England until May 1820.
The regiment saw action at the Battle of Alma in September 1854 and at the Siege of Sevastopol in winter 1854 during the Crimean War and then saw action again during the Indian Rebellion. In 1875, Princess Alexandra, Princess of Wales presented new colours to the 1st Battalion at Sheffield, and consented to the regiment bearing her name, thus becoming the 19th (1st Yorkshire North Riding – Princess of Wales's Own) Regiment of Foot. The regiment adopted a cap badge consisting of the Princess's cypher "A" combined with the Dannebrog or Danish cross and topped by her coronet. The Princess became Queen Alexandra in 1901, and was the regiment's Colonel-in-Chief from 1914 until her death in 1925.