RNA sequencing makes it possible to uncover genetic mechanisms that underlie certain performance traits. In order to gain a deeper insight into the genetic background and biological processes involved in endurance performance in horses, the changes in the gene expression profiles induced by endurance runs over long (70 km) and short (15 km) distances in the blood of Kabardian horses (Equus caballus) were analyzed. For the long-distance runs, we identified 1484 up- and 691 downregulated genes, while after short-distance runs, only 13 up- and 8 downregulated genes (FC > |1.5|; p < 0.05) were found. These differentially expressed genes (DEGs) are involved in processes and pathways that are primarily related to stress response (interleukin production, activation of inflammatory system) but also to metabolism (carbohydrate catabolic process, lipid biosynthesis, NADP metabolic process). The most important genes involved in these processes therefore represent good candidates for the monitoring and evaluation of the performance of horses in order to avoid excessive demands when endurance performance is required, like ACOD1, CCL5, CD40LG, FOS, IL1R2, IL20RA, and IL22RA2, on the one hand, and, on the other hand, for assessing the suitability of a horse for endurance races, like GATA2, GYG1, HIF1A, MOGAT1, PFKFB3, PLIN5, SIK1, and STBD1.