Why Do Horses Foam?
Some horses when worked become covered in white foam, some don’t. Horse sweat is unusual in that it contains a large amount of protein called ‘latherin’.
This protein acts like a detergent and helps the sweat spread over the horse to better cool the horse. It is completely normal and does not indicate any nutrient deficiency or excess in the diet. Some horses foam more than others and the amount of foaming depends on:
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Fitness (usually unfit horses foam more and horses that are worked hard and are regularly sweating do it less)
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Timing (the protein is highest in the first initial sweat and horses often foam for a short time and then stop)
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Coat condition (shampoos, conditioners, brushing, clipping etc can all affect how much the horse will foam)
To sum up, it is perfectly normal. It does make a horse look a bit hot and bothered but it isn’t an issue that needs to be solved. Horses that compete or are trained regularly like endurance horses don’t tend to foam so much as they are sweating regularly and  have short coats. They are more likely to be washed regularly. Saliva contains a small amount of latherin and it has been theorised that it’s presence is to help masticate large amounts of dry food.
Since they may be sweating heavily, it’s very important to feed salt.Â
Read about salt supplementation.
Further reading
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This blog post has a good discussion of the role of latherin in the mouth:
The Fuss About Foam
Beeley JG, Eason R and Snow DH (1986) Isolation and characterization of latherin, a surface-active protein from horse sweat Biochem J. May 1; 235(3):645–650
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC1146737/