RNA sequencing (RNA-seq) by next-generation technology is a powerful tool which creates new possibilities in whole-transcriptome analysis. In recent years, with the use of the RNA-seq method, several studies expanded transcriptional gene profiles to understand interactions between genotype and phenotype, supremely contributing to the field of equine biology. To date, in horses, massive parallel sequencing of cDNA has been successfully used to identify and quantify mRNA levels in several normal tissues, as well as to annotate genes. Moreover, the RNA-seq method has been applied to identify the genetic basis of several diseases or to investigate organism adaptation processes to the training conditions. The use of the RNA-seq approach has also confirmed that horses can be useful as a large animal model for human disease, especially in the field of immune response. The presented review summarizes the achievements of profiling gene expression in horses (Equus caballus).