Under the Roman Republic
The designation originated during the Roman Republic, for the guards of Roman generals as early as the rise to prominence of the Scipio family around 275 BC. There was no permanent guard charged with the protection of military general officers; however, certain military officers chose to surround themselves with guards to ensure their security. For example, during the Siege of Numantia, Scipio Aemilianus formed a troop of 500 men for his personal protection, as sorties were often quite dangerous for the upper ranks. This usage was then emulated and spread, as Roman generals occupied their positions for longer periods of time. Accordingly, this guard was referred to as Cohors Prætoria. In battle, these cohorts would intervene as a final reserve. The consuls, when with an army under non-battle conditions, were protected by the lictors, who would station themselves around the consuls' tents.
At the end of the year 40 BC, Octavian (the future Augustus) and his rival Mark Antony both operated Praetorian units organized individually. According to Appian, amongst them were veterans forming cohorts. Antony commanded three cohorts in the Orient and in 32 BC, he issued coins in honor of his Praetorians. According to Paul Orose, Octavian commanded five cohorts at Actium.
Following his victory at Actium, Octavian merged his forces with those of his adversary in a symbolic reunification of the Army of Julius Caesar.