It’s understood the incident, first reported by the Solar newspaper, occurred on the Castlemartin Coaching Space in Pembrokeshire.
An Military spokesperson mentioned: “It’s with nice disappointment we will affirm the demise of a soldier on March 4.
“Our ideas are together with his household and associates at this tragic time.
“The circumstances surrounding this demise are being investigated and it could be inappropriate to remark any additional.”
Based on the Solar, the soldier’s subsequent of kin have been knowledgeable.
It reported that the soldier had been awarded a Lengthy Service and Good Conduct medal by the Prince of Wales, Colonel of the Welsh Guards, in 2019.
Based on the Ministry of Defence web site, the Welsh Guards have a “twin function” as a “gentle function infantry” in addition to “world class ceremonial troopers, guarding the Royal Household and Royal palaces akin to Buckingham Palace and the Tower of London and conducting State Ceremonial duties”.