Sardinia, an island located to the west of Italy in the Mediterranean Sea, boasts three native horse breeds: Giara, Sarcidano, and Sardinian Anglo-Arab. Here, we have investigated for the first time three loci of the non-recombining region of the Y chromosome (NRY) in 34 stallions from these breeds and performed a phylogenetic analysis of the maternal relationships among 178 previously published mitochondrial control regions. We found that the current NRY diversity of Sardinian horse breeds is linked to three haplotypes (HT), all identified within Sarcidano. Each breed showed a typical HT: HT1 (ancestral) was the most represented in Sarcidano, HT2 (Neapolitan/Oriental wave) in Giara, and HT3 (Thoroughbred wave) in Sardinian Anglo-Arab. The specificity of each haplotype suggests the influence of independent breeding strategies and the effect of genetic drift in each Sardinian population. The female counterpart, extended to 178 horses, showed a low genetic variability and a common maternal origin for Giara and Sarcidano. The higher variability of the Sardinian Anglo-Arab indicates multiple mare lineages in its current population. Further genetic analyses will be crucial to understand the paternal history of male horses, preserve the endangered mares’ and stallions’ lineages, and improve the enhancement of autochthonous genetic resources on this island.