Complete transcriptomic data at high resolution are available only for a few model organisms with medical importance. The gene structures of non-model organisms are mostly computationally predicted based on comparative genomics with other species. As a result, more than half of the horse gene models are known only by projection. Experimental data supporting these gene models are scarce. Moreover, most of the annotated equine genes are single-transcript genes. Utilizing RNA sequencing (RNA-seq) the experimental validation of predicted transcriptomes has become accessible at reasonable costs. To improve the horse genome annotation we performed RNA-seq on 561 samples of peripheral blood mononuclear cells (PBMCs) derived from 85 Warmblood horses. The mapped sequencing reads were used to build a new transcriptome assembly. The new assembly revealed many alternative isoforms associated to known genes or to those predicted by the Ensembl and/or Gnomon pipelines. We also identified 7,531 transcripts not associated with any horse gene annotated in public databases. Of these, 3,280 transcripts did not have a homologous match to any sequence deposited in the NCBI EST database suggesting horse specificity. The unknown transcripts were categorized as coding and noncoding based on predicted coding potential scores. Among them 230 transcripts had high coding potential score, at least 2 exons, and an open reading frame of at least 300 nt. We experimentally validated 9 new equine coding transcripts using RT-PCR and Sanger sequencing. Our results provide valuable detailed information on many transcripts yet to be annotated in the horse genome.