The gentleman in question is Prince Arthur, Duke of Connaught. He was the third son of Queen Victoria and uncle to King George V. He was a lifelong soldier, a British Field Marshal, and despite his age was very active during WW1. He had also served as Governor General of Canada in the years preceding WW1 and the famous regiment of Princess Patricia's Canadian Light Infantry, the "Princess Pat's" which was named for his daughter Patricia and she served as it's honorary Colonel in Chief until her death. (Then taken over by her goddaughter and namesake Lady Patricia Brabourne, daughter of Earl Mountbatten) The Duke survived until 1942. I would imagine that this photo was taken around 1916-1919. The King was seen in uniform throughout the war years and for a good part of 1919 as there were still many commemorative events. The age of Princess Mary, the King's daughter, who is also in the front row would correspond to these dates as well. Other royals shown: Princess Beatrice (Queen Victoria's youngest daughter) is next to Queen Mary, the young woman one seat down from the Duke of Connaught is Princess Mary and next to her is Princess Helena Victoria, the King's cousin.

I would very much like to know the identity of the fellow with the white moustache sitting to the left of Queen Mary. I considered Kitchener, Douglas Haig, Edwin Alderson, Sam Hughes. I don't believe he's any of those. And definitely not Kitchener, who was a big chap (see below, on left, with distinctive moustache).

In a letter to his mother, written on February 5, 1915, 22-year-old John Francklyn Peters, a Canadian private who died in the Second Battle of Ypres on April 24 that same year, wrote from Salisbury Plain, "The King and Kitchener together with a small army of generals and a stray admiral reviewed us yesterday. We were stationed just opposite the royal stand so we were able to see nearly all the contingent march past. It certainly was a wonderful sight. [...] Kitchener said that there had been a great improvement since he last reviewed the Canadians. He himself looked quite a mild, good-natured old man. His mustache is quite gray. He towered head and shoulders above the others. The King looks very worried and has rather a strawberry nose. I had a good view of him when he passed in the train. We all lined the track and cheered him as he slowly went by looking very depressed. This was our farewell review before going to France."

Since submitting the photo, I've uncovered a bit more information. I believe it was taken on 4 February 1915 during WW I when the King reviewed 30 000 troops of the Canadian Division on Salisbury Plain in England, prior to their embarkation for the continent. Secretary of State for War Lord Kitchener was also present at the review - that may be him seated to the left of the Queen.

This would be consistent with DoninVa's comment below.

[It's not Kitchener. -tterrace]

This photo was taken during 1902-1921. The officers are wearing their rank on the sleeve cuffs, except for the King and the generals who wear their rank on their shoulders. This system was changed in 1921 when all officers began wearing rank on their shoulders. Also, the dresses and hats of the women look pre-1920.

Regarding the King, his expression suggests, "Another endless parade".