Horses were domesticated 6000 years ago and since then different types of approaches have been developed to enhance the horse's wellbeing and the human-horse relationship. Even though horse training is an increasingly important research area and many articles have been published on the subject, equitation is still the sport with the highest rate of human injuries, and a significant percentage of horses are sold or slaughtered due to behavioral problems. One explanation for this data is that the human-horse relationship is complex and the communication between humans and horses has not yet been accurately developed. Thus, this review addresses correct horse training based on scientific knowledge in animal learning and psychology. Specifically, it starts from the basic communication between humans and horses and then focuses on associative and non-associative learning, with many practical outcomes in horse management from the ground and under saddle. Finally, it highlights the common mistakes in the use of negative reinforcement, as well as all the implications that improper training could have on horse welfare. Increased levels of competence in horse training could be useful for equine technicians, owners, breeders, veterinarians, and scientists, in order to safeguard horse welfare, and also to reduce the number of human injuries and economic loss for civil society and the public health system.