Vitamin A, vitamin E and retinol-binding protein 4 (RBP4) are a focus of current obesity research in humans. The impact of body weight (BW) gain on fat-soluble vitamins and its associated parameters in equines has not been previously reported. Ten Shetland ponies and 9 Warmblood horses, all adult geldings, non-obese and healthy, were fed an excessive energy diet for 20 months to induce BW gain. Serum α-tocopherol (vitamin E), retinol (vitamin A), retinol-binding protein 4 (RBP4) and retinol/RBP4 ratio were analysed before BW gain induction and at six timepoints during the BW gaining period. The mean (±SD) % BW gain achieved during two years of excess energy intake was 29.9 ± 19.4% for ponies and 17 ± 6.74% for horses. Serum α-tocopherol increased significantly in ponies and horses during excess energy intake and circulating α-tocopherol levels correlated positively with α-tocopherol intake (r = .6; p < .001). Serum retinol concentrations showed variations during the study but without relation to intake. Serum RBP4 decreased at the end of the study. The retinol/RBP4 ratio increased with BW gain without differences between ponies and horses. In comparison with human research, the increase in the retinol/RBP4 ratio was unexpected and needs further elucidation.