"It's always a privilege and honour for soldiers to march through the towns and cities of Wales - the places where family, loved ones and friends can welcome them.
"Saturday will be no different and the parade in Caernarfon will be another special day for The Royal Welsh."
The parade will march from the barracks in the town to Castle Square - where the troops will be inspected at 11am.
More top news
Wintry showers this morning, particularly in the west. Turning drier and brighter this afternoon but still some sleet or snow showers.
A special service is being held in Swansea city centre to remember a popular homeless man who died earlier this week.
Former Cardiff Blues captain Andries Pretorius has been forced to retire from the sport after being diagnosed with a muscle disorder.