It is well established that individuals vary in how they respond to situations, but might they also perceive their environment differently? Sensory Processing Sensitivity (SPS) is a multidimensional trait describing individual variation in the perception and response to sensory, emotional, and social stimuli. While extensively studied in humans, its presence in animals remains underexplored. We investigated whether horses might exhibit a comparable trait and developed the Highly Sensitive Horse questionnaire to assess equine SPS. A 104-item questionnaire was developed and refined using data from an online survey of 121 horses. The remaining 45 items were evaluated in an independent survey of 561 horses. Exploratory and confirmatory factor analyses identified a robust two-factor, 12-item structure reflecting dimensions similar to the human SPS dimensions of: Overstimulation, describing a tendency to become overwhelmed by intense or prolonged stimuli, and Sensitivity to subtleties, describing heightened perception of subtle environmental changes. The scale showed high internal consistency, excellent intra-rater and moderate inter-rater reliability. Although eSPS was associated with established behavioural traits, including fearfulness, it also explained unique behavioural variation beyond these traits. These findings suggest that horses differ in how they perceive their environment, providing a foundation to better understand equine behaviour, and opening new avenues for comparative sensory-processing research.