Adult horses lie down during REM sleep, and sometimes they also lie down during the day to rest or sun bathe. Young foals commonly sleep lying down. Horses only lie down for short periods because they are adapted to sleep on their feet and awake quickly to flee predators.
Horses have a system of ligaments and tendons in their legs called the "stay apparatus," that allows them to sleep securely upright. However, in order to undergo REM sleep, horses must lie down.
REM sleep is a period of sleep characterized by increased brain activity. During REM sleep, humans, horses, and many other animals may twitch or jerk their limbs. If a horse that was standing were to twitch in their sleep, even with the stay apparatus working normally, they may injure themselves or lose balance. While horses need very little REM sleep as compared to humans, never allowing a horse to lie down can cause sleep deprivation in the animal.