This article presents data on the effect of plasmapheresis on clinical, haematological and biochemical parameters in horses following exercise and after a plasmapheresis session. This blood filtration technique was realised on six jumping horses (plasmapheresis group) that underwent three consecutive days of graded physical exercise. The control group (n = 6) went through the same exercise but was not subjected to the plasmapheresis session. Blood was sampled before and after each exercise, also at the beginning and the end of plasmapheresis session. The presented data was obtained by measuring clinical and haemato-biochemical parameters in both groups. The heart and respiratory rates and rectal temperature were recorded. In addition, the number of red blood and white cells, platelets also of lymphocytes, monocytes, eosinophils and granulocytes were counted. Other haematological parameters including, hemoglobin concentration, hematocrit, mean corpuscular volume, mean corpuscular hemoglobin, mean corpuscular hemoglobin concentration were determined. Concerning the biochemical parameters, the concentrations of albumin, globulin, total protein, glucose, alkaline phosphatase, aspartate aminotransferase, gamma glutamyl transferase, total bilirubin, lactate, creatinine kinase, urea, creatinine, calcium, sodium and potassium were measured. All parameters data were analyzed by a two-way repeated measures analysis of variance followed by Holm-Sidak post-hoc procedure to evaluate the effect of plasmapheresis and time. This paper contains data related to and supporting research articles currently published entitled “Plasmapheresis effect on haematological and biochemical parameters in athletic horses subjected to exercise” (Daden et al., 2019) [1].