At the top of a rise, with Windsor Castle in the distance, two outriders on grey horses precede the State landau, pulled by four greys with two postilions, in which are seated King George V and Queen Mary, with Edward, Prince of Wales and Albert Duke of York seated opposite. The landau is followed by two men on bays, and the rest of the carriage procession.

The idea for a painting of the procession to Ascot was first suggested by Munnings; although, apparently, Queen Mary had had it in mind for some time. The price quoted for the painting at the outset was £250, although there must have been some misunderstanding, because this had risen to £500 by the time it was completed. On 28 May 1925 Frederick Ponsonby, equerry to the Queen, wrote to Violet Munnings to say that if her husband still wished to undertake this project, then 'he should come to Windsor during Ascot week and see the Procession from various points of view.' Thus, this work and other finished versions were painted from a combination of recollection, studies made outside and photographs of the Royal Family.

On 30 March 1926 the Keeper of the Privy Purse wrote to The Queen…'I went to see Mr Munnings's pictures and I think they are very fine. He has painted two small ones which he proposes to exhibit in the Academy. One showing the outriders and the whole procession in the distance; the other only the carriage containing Your Majesties and the 4 horses with the postillion. He hopes Your Majesty will select one of them later on. He has also painted two far larger pictures but these are unfinished…He thinks one of the larger ones the best thing he has done.'

The Tate Gallery, London holds 'Their Majesties Return from Ascot', 1925, bought from the artist in 1937. A smaller version depicting the royal procession entering the Long Walk, 'The Return from Ascot', is in the collection of Lord Fairhaven. A study of Queen Mary is in the Munnings Museum, oil on panel, 30.5 x 37.5 cm.