During an African horse sickness (AHS) outbreak, horses were able to exercise daily in a net-covered arena, yet the physiological responses to exercise in a netted arena was unknown. In a cross-over study design, eight horses performed a 39-min aerobic exercise in conventional (CA) and vector-protected arenas (VPA). Horses were slower in some gaits and covered less distance in the VPA arena (P<0.01). Cortisol release, haematology and heart rate variability (HRV) were also examined. An interaction between the riding arena and time was observed in haematocrit (P=0.0013), haemoglobin (P= 0.0012), and red blood cell count (P=0.0027) and HRV variables, including mean beat-to-beat (RR) intervals (P<0.0001), mean heart rate (P<0.0001), sympathetic nervous system (SNS) index (P=0.0038) and parasympathetic nervous system (PNS) index (P<0.0001). Cortisol concentrations increased during exercise and 30 min post-exercise in both arenas. Haematocrit, haemoglobin, and red blood cell count increased immediately post-exercise in horses in VPA while remaining high from immediate post-exercise to 60 min post-exercise in horses in CA. HRV decreased during exercise and was not different between horses in both arenas, but a higher RR interval and PNS index, corresponding to lower heart rate and SNS index, were detected during 30-60 min post-exercise in horses in the VPA compared to the CA. Riding horses in different arenas impacted haematological and HRV variables. The greater RR intervals and PNS index, coinciding with the lower SNS index and heart rate, indicated parasympathetic dominance post-exercise in horses in VPA compared to CA.