You can give calming supplements to a horse with anxious behavior. But there are also a number of non-medicinal ways that you can try: If your horse gets anxious at specific times like when an injection is to be administered to him, expose your horse to the situation gradually. That way, the horse will become non-resistant to it.  Make your horse hear soothing sounds so that he feels relaxed and provide him a low-stress environment.  A soothing massage will work just fine. Also, read: 7 Best Horse Hoof Supplements