Equine piroplasmosis (EP) is a tick-borne infectious disease highly prevalent in tropical and subtropical regions, such as Venezuela. EP affects wild and domestic equids leading to several clinical presentations, from asymptomatic to severely affected animals. In this study, thirty-three (33) sport horses under regular training activities and from endemic regions of north-central Venezuela were submitted to an observational survey, case-control, to describe the presence of clinical signs and natural EP infections. A conventional PCR assay targeting the SSU rRNA gene revealed EP etiologic agents in 13 out of 33 sampled horses (~ 39.4% infections). Nine (9) of these EP-positive samples were confirmed as infected with Babesia caballi (6/9 = 66.7%) or Theileria equi (3/9 = 33.3%) by DNA sequencing and BLASTN analyses. A phylogeny of SSU rRNA gene sequences revealed that these new B. caballi and T. equi sequences clustered within the worldwide distributed phylogenetic genotype A, respectively. No acute EP cases were observed in this study; however, six (6) PCR-positive animals displayed mild clinical signs compatible with EP, including a mild leukocytosis (P < 0.05). The heart rate variability frequency domain analysis in four (4) of these EP-positive infected animals revealed a significant (P < 0.05) higher low-frequency/high-frequency ratio suggesting a sympathovagal imbalance in these chronically infected animals. Other clinical and cardiovascular parameters were similar between the different groups. Sport horses are routinely submitted to intense training programs and sport-related activities that could lead to loss of the host-parasite equilibrium that characterizes enzootic regions, increasing the likelihood of infection reactivation and the risk of transmission. Heart rate variability analysis contributes to evaluate the sympathovagal balance and detecting homeostasis disturbances in sport horses. Molecular diagnostic tests for EP based on the detection of parasite DNA in equine blood samples should be included in the health programs of sport horses in endemic areas.