The mounted regiment – the oldest and most senior in the British Army – is being escorted by armed response vehicles as it rides from Hyde Park Barracks to Horse Guards Parade, the Sunday Times reported.
Following the change of guard, the armed response vehicles - stationed in front of and behind the main procession - escort the mounted soldiers along the Mall towards Buckingham Palace.
It comes as metal and concrete barriers are installed across central London to protect the public from a vehicle attack like the one on Westminster Bridge last month in which attacker Khalid Masood drove his car into crowds.
Locations include Piccadilly to prevent an attack on crowds at Green Park, Trafalgar Square and near the Wellington Arch at Hyde Park Corner.
The security measures are believed to be a precautionary measure rather than as a result of specific intelligence.
Armed police are seen regularly out on patrol during the Changing of the Guard at Buckingham Palace which attracts huge crowds of tourists.
New anti-terror barriers were recently installed to stop cars ploughing into people around the busy central London tourist spot just days after the Westminster attack.
The strong metal barriers are designed to protect against vehicle-ramming attacks, which have been carried out by IS terrorists in recent years across Europe including in Berlin and Nice.
The barriers were due to be installed in May but it was brought forward by six weeks following Khalid Masood’s brutal attack last week.
The no-drive zone around the palace during the Changing of the Guard ceremony was expanded in December as part of increased security measures.
Three main roads approaching the Victoria Memorial are closed off for the ceremony, with Spur Road and Constitution Hill both blocked completely and The Mall shut from the Marlborough Road junction, 500 yards away.