The phrase His Majesty's Government is a formal term referring to the government of a Commonwealth realm or one of its constituent provinces, states or territories. In use since at least the height of
Victoria was the last monarch who routinely shaped the composition of her government.
Statute of Westminster 1931
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The Statute of Westminster 1931 is an act of the Parliament of the United Kingdom that significantly increased the autonomy of the Dominions of the British Commonwealth.
His Majesty's Government (term)
…of Canada and the United Kingdom were opposed but the United Kingdom government handled Canadian foreign relations. The need became obvious with the Statute of Westminster 1931, which effectively made the Dominions equal constituent countries with the United Kingdom in the imperial project, and unavoidable with the transition…
King George V at the 1926 Imperial Conference, surrounded by the U.K. prime minister and the prime ministers of the various dominions
The Big Picture, opening of the Parliament of Australia, 9 May 1901, by Tom Roberts
Canadian Prime Minister William Lyon Mackenzie King (left) and his British counterpart Stanley Baldwin (right), 1926