Some owners think that corn is a winter feed, and oats is a summer choice. The opposite is true. If you know you're in for a cold night, feed about 10-20 percent more hay. You may even want to feed a hay of slightly lower-quality than normal. The horse has a thicker haircoat in winter.
Body heat is trapped in the haircoat.
The haircoat has the same effect as wearing a warm overcoat or long underwear. If the horse is exposed to cold, windy weather, most of the body heat trapped in the haircoat is removed. So horses need some type of windbreak when it's cold and windy. Put your horses in stalls, especially at night, or allow them access to open stalls or run-in sheds in winter. A stand of trees in a low area below the crest of a hill will provide a natural windbreak.