Highlights: • The same housing conditions influence behavioural indicators differently according to horses. • Aggressiveness is the behavioural indicator the most correlated to gene expression. • Aggressiveness was associated with molecular pathways related to inflammation. • Stereotypies were correlated to gene expression when combined to faecal microbiota. • Aggressiveness and stereotypies in horses covary with physiological alterations. Abstract: The improvement of horse welfare through housing conditions has become a real issue in recent years and have highlighted the detrimental effect of individual housing of horses on their health and behaviour. In this new study, we analysed the blood transcriptome of 45 sport horses housed individually that were previously examined for their behaviour and gut microbiota. We performed differential and regression analyses of gene expression, followed by downstream bioinformatic analyses, to unveil the molecular pathways related to the behavioural changes associated with welfare impairment in these sport horses. We found that aggressiveness towards humans was the behavioural indicator the most correlated to blood gene expression and that the pathways involved belonged mainly to systemic inflammation. In contrast, the correlations between genes, alert postures and unresponsiveness towards the environment were weak. When blood gene expression profiling was combined with faecal microbiota of a sub-population of horses, stereotypies came out as the most correlated to blood gene expression. This study shows that aggressiveness towards humans and stereotypies are behavioural indicators that covary with physiological alterations. Further studies are needed regarding the biological correlates of unresponsiveness to the environment and alert postures.