On May 29, 1862, Lt. Col. John Robert Baylor received authorization from the Confederate War Department to raise "five battalions of Partisan Rangers of six companies each" for what would become known as the Arizona Brigade. The government would pay volunteers a bounty, but expected them to furnish their own arms, equipment, and horses. The purpose of the brigade would be to retake the southwestern territories for the Confederacy, and its ranks would be made up of Texans recently returned from fighting in Arizona and territorial volunteers who had joined the Confederate command at Mesilla. George Madison, former deputy sheriff of Tucson, organized one of the battalions with companies from Burnet, San Saba, and Bell counties. Company B, organized in the San Antonio area, reenlisted many Arizona veterans as well as members of the local Tejano community. When Colonel Baylor lost command of the brigade because his controversial policies toward the Apaches in Arizona became public, Maj. Gen. John Magruder reorganized the small incomplete battalions into three regiments. Madison's Battalion became part of the Third Texas Cavalry, Arizona Brigade. Three additional companies known as Coast Guards because they had served in defense of the Galveston area for over a year also joined the Third. Hendricks's company from Denton, Woods's company from Robertson and Milam counties, and the Arizona Scouts completed the regiment. For promotion to colonel of the Third Texas Cavalry, Arizona Brigade, General Magruder chose a member of his own staff, a thirty-year-old Virginian, Capt. Joseph Phillips.
Phillips's regiment left for Louisiana on April 24, 1863, and was accompanied by Col. Barton W. Stone's Second Texas Partisan Rangers. They were assigned to Col. James Major's Second Texas Cavalry Brigade. In their first action, the Third Cavalry raided the town of Plaquemine and seized three steamers, two steam flats, approximately 100 bales of cotton, and a quantity of commissary stores. In June they took part in the assault on Fort Butler, a Union earthwork at Donaldsonville. Colonel Phillips fell dead in an unsuccessful attempt to breach the walls of the fort. George Madison, wounded in the assault, took command of the regiment. Through the rest of 1863 they continued to operate in the bayou country and took part in battles at Stirling's Plantation and Bayou Bourbeau.
In December1863 the regiment returned to Texas and made camp at Galveston to assist in the defense against a Union expedition advancing up the coast from Brownsville. They remained in Galveston until March 1864, when the Second Texas Cavalry Brigade again marched into Louisiana to take part in the Red River campaign. During the campaign, they fought in battles at Mansfield, Pleasant Hill, Monett's Ferry, and Yellow Bayou. When Gen. Nathaniel Banks's Union forces began its retreat across the Atchafalaya River, Madison's regiment followed to harass the enemy and engaged the Union rear guard in several skirmishes. In September 1864 the regiment marched to Arkansas with the cavalry brigade and returned to Texas in December. They remained in the Houston area until the surrender of the Trans-Mississippi Department on May 26, 1865. The regiments that had once formed Major's brigade assembled and mustered out of service at Hempstead. Under the conditions of surrender, the men retained their side arms, personal baggage, and their horses. George Madison, so often described as a daring and courageous commander, completely disappeared following the surrender of his regiment.