Equestrian sports are popular and have benefits to human health, however concerns about equine welfare have surfaced. This thesis describes methods to improve both performance and welfare of horses. Standardised exercise tests (SETs) are essential for evaluating the physical fitness of horses across different disciplines. During discipline-specific SETs, exercise capacity can be assessed and the effects of training can be evaluated. SETs were used to evaluate young Friesian stallions during a 10-week training programme which is part of the assessment to become a studbook approved breeding stallion. In 2020, SET results revealed that the horses were overtrained during this training programme. Gait analysis showed more variation in stride characteristics and asymmetry when horses were fatigued. The participating horses had different stride characteristics and levels of asymmetry compared to ranges described for Warmblood horses and Iberian horses, demonstrating the necessity for breed-specific reference ranges for gait kinematics. Training frequency was reduced in the 2021 training programme, and high and low intensity training sessions were alternated. This resulted in improved fitness during the 10 weeks of training. Prevention of overheating is important when horses perform in challenging climatic conditions. Training horses for 1 hour per day for 14 days in an heated indoor arena is an effective method to increase heat storage capacity. Another effective method to reduce thermal strain is by pre-cooling the horses before exercise. Seemingly small, but easily achievable changes in training and cooling regimes can have a significant impact on the welfare and the of sport horses.