Many horses suffer from allergies, and they can also be hard to diagnose. Mould, mildew, insects, parasites, grasses and hay can aggravate allergies, and some horses are allergic to chemicals or artificial dyes or even medications. To avoid allergies, make sure to air out your horse's stalls, make sure they get plenty of exercise and feed them a balanced diet. Make sure their feed contains enough minerals, electrolytes, fruit and vegetables. All of these components contribute to strengthening your horse's immune system.