To optimise the performance and welfare of horses during equestrian competitions in hot climates, it is advised to acclimate them to the heat. The effects of training in a heated indoor arena were studied. Four Olympic horses (13.3 ± 2.2 years; three eventers, one para-dressage horse) were trained for 14 consecutive days in a heated indoor arena (32 ± 1 °C; 50-60% humidity) following their normal training schedule in preparation for the Tokyo Olympic games. Standardised exercise tests (SETs) were performed on Day 1 and Day 14, measuring heart rate (HR; bpm), plasma lactate concentration (LA; mmol/L), deep rectal temperature (Trec; °C), sweat loss (SL; L), and sweat composition (K+, Cl- and Na+ concentration). The data were analysed using linear mixed models. The Trec and HR were significantly decreased after acclimation (estimate: -0.106, 95% CI -0.134, -0.078; estimate: -4.067, 95% CI -7.535, -0.598, respectively). Furthermore, for all the horses, the time taken to reach their peak Trec and heat storage increased, while their LA concentrations decreased. The SL, Cl-, and Na+ concentrations decreased in three out of the four horses. Conclusions: Fourteen days of normal training in a heated indoor arena resulted in a reduction in cardiovascular and thermal strain. This is advantageous because it shows that elite sport horses can be acclimated while training as usual for a championship.