It is important to monitor your horses weight regularly, especially if he is prone to weight loss. A good way to monitor weight gain or loss is with a weigh tape that can be purchased at most local tack shops or feed stores. If you use this tape at the same time each week, it will be about 90% accurate and will let you know if there is any potential health problems with your horse with weight loss being a symptom. There is also a way to monitor weight called a weighbridge that your horse can walk up on to get an accurate weight, however these are not owned by most people as they are very expensive and for the most part, only the large horse breeders can afford to install them. Either way, just know that there are several ways you can monitor weight and then act accordingly.
When a horse looses weight, he looses his fat first and then the muscle tone. In this way he is just like humans. Usually a horse has a good amount of fat in reserve that he has stored during the warm summer months to prepare for the long lean winters where food is scarce. As with many animals, it is inherent in their nature of the horse to store this fat. Usually, its more than enough fat to get them through the winter. Unfortunatily, by the time weight loss can be seen by the human eye on a horse, there has been a significant loss of weight already, so it is important to keep track of any changes before it can be seen.
One way to put some weight back on your horse is to feed him special conditioning cubes or feed. There are many varieties on the market such that can do the trick for your horse. You should see results fairly quickly in as soon as two weeks in most cases.
Feed more grain than your horses usual portion. Grain can be very fattening to your horse but you have to be careful as to the protein content. Use a feed that is higher in fiber and lower in starch as this reduces the chances of your horse exhibiting bad behavior from his over abundance of energy caused from the high protein content. More protein and energy intake builds weight. Low energy feeds can be fed from 1kg to 6 kg without your horse going thru the roof with energy.
If you have your horses on property that is not conditioned for good coastal hay or other good forms of hay, offer more bailed hay during the day to provide extra roughage and nutrients. Of course fresh grass is much better, but the hay will still provide what is called, gut fill. Gut fill will create heat from the process of fermentation in digestion. Try to stay away from large round bales as they can develop mold and are not suitable for horses. Round bales are usually only acceptable for cows and other farm animals such as donkey's. The horses can walk in the hay which is not clean. Over all, square bales are preferred.
Lastly, consult your veterinarian if you are unsure how to best feed your horse to get your horse back to the proper weight for optimal health. If nothing else, a veterinarian can suggest a good nutritionist that will guide you to the proper diet and supplements for your horses overall good health.