Training in the fasted state has beneficial effects on performance in the human athlete. In the horse, training in the fasted state is associated with an increased mobilization of non-esterified fatty acids (NEFA) as an energy source. This is in contrast with postprandial (grain-fed) training, during which lipolysis is suppressed. A higher NEFA availability is thought to reduce muscle glycogen depletion and muscle acidification. This could aid in delaying muscle fatigue. The equine gastrointestinal tract and roughage rich diet do not allow a real ‘fasted’ state. Luckily, roughage does not induce high plasma insulin peaks, and therefore does not have the same negative effects as grain feeding. Furthermore, the roughage-containing hindgut serves as a fluid and electrolyte buffer and continuously provides the liver with propionic acid, a precursor used in gluconeogenesis. In horses, unlike in human athletes, there is still a lot to discover when it comes to optimal pre-exercise feeding management throughout competition and training. However, whatever approach is chosen, high quality roughage needs to be the key ingredient of the equine diet. In sport horses with high energy demands, feeding good quality roughage may be combined with fibre rich concentrates, pelleted roughages sources or vegetal oil instead of starch rich concentrates to reach the energy requirements for intensive work. Last but not least, feeding multiple small meals throughout the day is preferred over feeding a larger meal twice a day.