Horse domestication and breed selection processes have profoundly influenced the development and transformation of human society and civilization over time. Therefore, their origin and history have always attracted much attention. In Italy, several local breeds have won prestigious awards thanks to their unique traits and socio-cultural peculiarities. Here, for the first time, we report the genetic variation of three loci of the male-specific region of the Y chromosome (MSY) of four local breeds and another one (Lipizzan, UNESCO) well-represented in the Italian Peninsula. The analysis also includes data from three Sardinian breeds and another forty-eight Eurasian and Mediterranean horse breeds retrieved from GenBank for comparison. Three haplotypes (HT1, HT2, and HT3) were found in Italian stallions, with different spatial distributions between breeds. HT1 (the ancestral haplotype) was frequent, especially in Bardigiano and Monterufolino, HT2 (Neapolitan/Oriental wave) was found in almost all local breeds, and HT3 (Thoroughbred wave) was detected in Maremmano and two Sardinian breeds (Sardinian Anglo-Arab and Sarcidano). This differential distribution is due to three paternal introgressions of imported stallions from foreign countries to improve local herds; however, further genetic analyses are essential to reconstruct the genetic history of native horse breeds, evaluate the impact of selection events, and enable conservation strategies.