In 1995, Erdős and Gyárfás proved that in every $2$-edge-coloured complete graph on $n$ vertices, there exists a collection of $2\sqrt{n}$ monochromatic paths, all of the same colour, which cover the entire vertex set. They conjectured that it is possible to replace $2\sqrt{n}$ by $\sqrt{n}$. We prove this to be true for all sufficiently large $n$.