The aim of the article was to identify potential adverse circumstances in the breeding, keeping, training, and use of horses in sports, which could negatively impact their well-being. The review identified numerous consequences of errors in nutrition, housing, training and use, as well as exposure to stress, pain, injury, and disease. A significant number of sport horses are diagnosed with health disorders, including stomach ulcers, pain, injuries of the back and mouth, lameness, and stereotyped behaviour. This can significantly reduce the horse’s quality of life. There is a need for more flexibility in the management of sport horses, including diet and supplementation, improved housing, selection of equipment, and riding aids, which will ensure horses’ welfare. There is also a need to educate those involved in the horse industry. This should lead to real improvements in the level of well-being and comfort of sport horses.