Soldiers from the 1st Battalion The Royal Anglian Regiment have paraded through the streets of Huntingdon.
The battalion recently returned from a six-month tour of Afghanistan and was welcomed by an estimated 2,000 people.
One hundred Royal Anglians marched from Prince's Street to the Market Square, and on through the High Street.
This evening, the soldiers were due to march through Cambridge before moving to other towns and cities this week.
The regiment lost five soldiers while deployed in Afghanistan.
Commanding Officer Lt Col James Woodham MC said the progress that had been made in Afghanistan had "not been without cost".
"We are proud of what we have achieved and we hope that people will take to the streets to show their support for their county infantry battalion," he said.
The five members of the regiment killed in Afghanistan were L/Cpl Scott Hardy, Pte James Grigg, Capt Martin Driver, Pte Robert Hayes and L/Cpl Adam Drane.