In Brazil, gaited horses are selected based on field tests, during which they move at speeds of 3 to 4 m/s for 30 to 60 min. To cover their nutrient requirements, feed manufacturers have developed oil-rich dietary supplements and concentrates. The aim of this research was to evaluate the effects of increasing the density of dietary fats in the feed of 16 Campolina horses undergoing intense gaited training. The training schedule consisted of training 4 × a week: 3 days riding for 60 min (10' warm-up, 40' doing marcha gait, and 10' cool down, and 1 day walking for 90'). The horses were divided in two groups: control and supplemented. The dietary supplementation was isocaloric, with the control group receiving an ordinary concentrate (3.5% fat) and the supplemented group fed 1.0 kg of the supplement (18% fat) plus the ordinary concentrate. Both groups had free access to fresh grass, salt and water. Blood samples were collected prior to and after 4 and 8 weeks of supplementation to calculate the complete blood count, glucose, total protein, triglycerides, total cholesterol, HDL, LDL and non-esterified fatty acids (NEFA). The results were evaluated by ANOVA and Tukey's test (P < 0.05). The supplemented group showed elevated levels of NEFA, red blood cells and haematocrit (P < 0.05), while the control group showed high triglyceride concentrations; both groups showed reduced plasma protein concentrations (P < 0.05). The other indices did not change (P > 0.05). The increase in dietary fat intake increased the blood lipid biomarkers and antioxidant capacity of gaited horses during intense training, possibly contributing to improve their metabolic performance.