The Younger Members' Inter-Club Group was founded in 2005 by a group of like-minded individuals who wanted to experience other private members' clubs in London.

The initiative involves all such clubs linking up socially and taking turns to host an event. The Caledonian Club along with eight other London clubs agreed to form this group, and the first event, a quiz, was held at The Carlton Club.

Events are open to all Caledonian Club members who are under 35.