Domestic horses are regularly subjected to stressful situations due to management practices, such as social isolation, transport and farriery or, in general due to exposure to new/sudden stimuli. These situations may eventually be harmful to the horses’ welfare, possibly altering their relationships with humans and increasing the risk of safety hazards for horses as well as humans. Music has relaxing properties demonstrated in several animal species. We have tested the effect of in-ear classical music diffusion on the intensity of stress reaction when horses were exposed to two stressful situations: short-term transport (n = 24) and farriery (n = 24). Each horse was subjected either to transport or to farriery in three different conditions: ‘music’ (classical music played via an in-ear device), ‘sound attenuation’ (with ear plugs) and ‘control’. During transport, the diffusion of classical music induced a faster post-stress heart rate recovery (P < 0.05). During farriery, the effects on behavior were not significant for post-stress heart rate recovery (t-test: music: t20 = 1.92, P > 0.05). From a physiological point of view, classical music reduces the intensity of stress responses to these common management practices, which can have several applications. Less dangerous behaviors, such as fleeing or kicking, could reduce the risk of injuries for both horses and humans. Reducing the effect of acute stress will also prevent the onset of chronic stress.