There is interest in the use of oils and fat in horses' diets aiming to increase energy consumption by animals with high energy requirements, provide essential fatty acids, increase the absorption of fat-soluble vitamins, reduction of the caloric increment, increase energy efficiency and reduce dust from ration avoiding upper respiratory tract diseases (Palmiquist, 1988). High-performance athletic horses are usually fed diets with high inclusion levels of grain to reach energy requirements, which can cause intestinal acidosis, gastrointestinal mucosal injury and disorders in the microbial ecosystem, causing colic and laminitis. According to Holland et al. (1996), horses fed diets with oil reduced the activity and excitability. Horses use non-structural carbohydrates such starch, maltose and sucrose as a primary source of energy, being hydrolyzed and absorbed as glucose in the small intestine. However, intestinal amylase activity is limited in the equine species and, because of the low stomach capacity, providing large amounts of starch in the diet compromises digestion in the small intestine, increasing intake of rapidly fermentable carbohydrate in the coloncecum, which may contribute to metabolic complications such as endotoxemy, colic and laminitis (NRC, 2007). Critical capacity for overload of hydrolysable carbohydrate digestion is approximately 0.4% of horse body weight (Potter et al., 1992). It is known that the intake of concentrate containing high levels of fats presents some a d v a n t a g e s i n m e t a b o l i c p o i n t o f v i e w a n d t h i s k i n d o f d i e t c a n r e d u c e t h e r i s k o f gastrointestinal disturbances, because the intake of fat stimulates the flow of digesta in the jejunum and ileum (Meyer et al., 1997). Oils and fats are used in horse diets to replace the hydrolysable and rapidly fermentable carbohydrates that are present in grains and cereals (Frape, 2004). Oils and fats addition in the diets of high activities sport horses aim to reach the high energy requirements and, according to NRC (2007), the increase on performance of athletic horses fed diets containing oils is due to better the energy / weight relation, with a reduction in dry matter intake and gastrointestinal tract weight; lower metabolic heat production associated to digestion and exercise; greater physical performance resulting from a lower muscle glycogen use, best performance in short distance running energy from anaerobic glycolysis and acidemia reduction during high intensity exercise. High fat level diets reduce the activity of lipase in adipose tissue and increase their activity in muscle, increase muscle glycogen stores, increasing the energy of the glycolytic pathway, www.intechopen.com Soybean and Nutrition 252 with fatigue delay during aerobic exercise with large duration, increase or maintain blood glucose concentration during extensive exercise and slow lactic acid accumulation during anaerobic exercise (Frape, 2004), more over improving respiratory and cardiac recovery post-exercise (Mattos et...