"The Queen has asked for us personally, which is pretty special," Major Graham Hickman, the band's director of music said.
Hickman, who has been part of the band for 30 years, said the Kiwis' twist on a traditional marching band has made them one of the most popular bands in the world.
The NZ Army Band's entertainment-driven act incorporates pop music, dancing and usually a haka, a recipe which has seen them described as one of the world's best. They were previously invited by the Queen four years ago as part of her Diamond Jubilee celebrations.
"We are unique. We don't have 300 or 400 years of heritage and, as a relatively young country and military, it's given us a fair amount of freedom to create our own style of marching display," Hickman said.
"It's quite different from what people would expect. A lot of military bands are restricted by tradition. They march up and down in a straight line and play music for troops. We've had the luxury of evolving an entertainment-based display.
"It's partly a bit of Kiwi ingenuity and innovation that reflects our national character. We always try to put a bit of humour in there because Kiwis are so good at laughing at themselves and we often put a haka in, which goes down well with the crowds."
"In 2012, four of us were selected for a meet and greet at an afternoon tea with Her Majesty. That was a great honour. She came across as a lovely person," Hickman said.
"We're looking forward to the whole thing. It takes a lot of concentration to move and play at the same time - and get it right.
"We'll get our own segment, which is normally 10-12 minutes, and then we'll be involved with other groups where there will probably be some kind of Australasian act."
The band will also perform at the Royal Windsor Horse Show, which runs from May 11-15.