Following the surrender of France in June 1940 Britain prepared to defend itself against a potential German invasion. In great secrecy a decision was taken to establish an elite bodyguard to protect the British Royal Family. Led initially by Major Jimmy Coats, a Coldstream Guards officer and celebrated winter sportsman, it was given the innocuous title of `The Coats Mission', but its proposed role was perhaps the most important assigned to any unit in the British armed forces. It was intended that this group would evacuate King George VI, Queen Elizabeth and the two princesses, Margaret and her sister Elizabeth, to a place of safety away from London. For the next two years it trained and prepared for the role in the face of what was believed to be a very real threat, and this study, drawing on previously unseen documents, interviews and archival material, provides its history and explains how the Royal Family's protection was viewed. Beginning with the pre-war shelter preparations for the Royal Households and running through the increased anxiety of the 1940 invasion threat and Blitz, the renewed danger in 1941 and then the progressive reduction in the special measures in the years that followed,The King's Private Army offers the first dedicated account of a largely unknown but potentially critical element of the defence of the United Kingdom during the Second World War.