Mounted police horses have to cope with challenging, unpredictable situations when on duty and it is essential to gain insight into how these horses handle stress to warrant their welfare. The aim of the study was to evaluate physiological and behavioral responses of 12 (six experienced and six inexperienced) police horses during police training. Horses were evaluated during four test settings at three time points over a 7-week period: outdoor track test, street track test, indoor arena test and smoke machine test. Heart rate (HR; beats/min), HR variability (HRV; root means square of successive differences; ms), behavior score (BS; scores 0 to 5) and standard police performance score (PPS; scores 1 to 0) were obtained per test. All data were statistically evaluated using a linear mixed model (Akaike's Information criterium; t > 2.00) or logistic regression (P < 0.05). HR of horses was increased at indoor arena test (98 ± 26) and smoke machine test (107 ± 25) compared with outdoor track (80 ± 12, t = 2.83 and t = 3.91, respectively) and street track tests (81 ± 14, t = 2.48 and t = 3.52, respectively). HRV of horses at the indoor arena test (42.4 ± 50.2) was significantly lower compared with street track test (85.7 ± 94.3 and t = 2.78). BS did not show significant differences between tests and HR of horses was not always correlated with the observed moderate behavioral responses. HR, HRV, PPS and BS did not differ between repetition of tests and there were no significant differences in any of the four tests between experienced and inexperienced horses. No habituation occurred during the test weeks, and experience as a police horse does not seem to be a key factor in how these horses handle stress. All horses showed only modest behavioral responses, and HR may provide complimentary information for individual evaluation and welfare assessment of these horses. Overall, little evidence of stress was observed during these police training tests. As three of these tests (excluding the indoor arena test) reflect normal police work, it is suggested that this kind of police work is not significantly stressful for horses and will have no negative impact on the horse's welfare.