This is a review of research on learning in horses. It summarizes recent studies and identifies a number of topics for future research. Horses are very capable of learning using classical and instrumental methods. Recent emphasis has been on using instrumental methods to better understand the cognitive abilities of horses. Although horses can readily discriminate among stimuli, they appear to have difficulty forming abstract concepts that would link stimuli together by anything more than basic similarities. Horses often perform differently on different tasks, indicating that individuals may not be easily classified as ‘good’ or ‘poor’ learners. Horses that are calm will perform better on learning tasks. This suggests that sources of stress need to be better understood. These include how animals are handled prior to the task, but also how social conditions are managed. Studies on the effects of stress on learning, and on social and spatial cognition, are also needed.