The band received the first British bandmaster in 1835 called Charles Godfry, as previously most bandmasters had been foreign, such as the first who was German.
The Coldstream Guards Band was one of the very first British army bands to make a recording before World War I.
On 18 June 1944 over one hundred twenty people were killed in the chapel at Wellington Barracks when a German flying bomb hit the chapel. The director of the band was included in those killed, prompting a new man, Captain Douglas Arthur Pope, to be appointed.
In 1960, the band started a new tradition, to tour from coast to coast of the United States of America, each ten years. This tradition still takes place.
The band is currently based at Wellington Barracks in St. James's London along with all of the other guards bands at present, although the Coldstream Guards Band moved in as soon as the barracks was completed, making it the first official home of the band.