Copy number variations (CNVs) are a new-fangled source of genetic variation that can explain changes in the phenotypes in complex traits and diseases. In recent years, their study has increased in many livestock populations. However, the study and characterization of CNVs in equines is still very limited. Our study aimed to investigate the distribution pattern of CNVs, characterize CNV regions (CNVRs), and identify the biological pathways affected by CNVRs in the Pura Raza Española (PRE) breed. To achieve this, we analyzed high-density SNP genotyping data (670,804 markers) from a large cohort of 654 PRE horses. In total, we identified 19,902 CNV segments and 1007 CNV regions in the whole population. The length of the CNVs ranged from 1.024 kb to 4.55 Mb, while the percentage of the genome covered by CNVs was 4.4%. Interestingly, duplications were more abundant than deletions and mixed CNVRs. In addition, the distribution of CNVs across the chromosomes was not uniform, with ECA12 being the chromosome with the largest percentage of its genome covered (19.2%), while the highest numbers of CNVs were found in ECA20, ECA12, and ECA1. Our results showed that 71.4% of CNVRs contained genes involved in olfactory transduction, olfactory receptor activity, and immune response. Finally, 39.1% of the CNVs detected in our study were unique when compared with CNVRs identified in previous studies. To the best of our knowledge, this is the first attempt to reveal and characterize the CNV landscape in PRE horses, and it contributes to our knowledge of CNVs in equines, thus facilitating the understanding of genetic and phenotypic variations in the species. However, further research is still needed to confirm if the CNVs observed in the PRE are also linked to variations in the specific phenotypical differences in the breed.