This article presents an auto-ethnography of the experience of sport horse riding. Drawing on phenomenological and anthropological theories of embodiment, I argue that the aspirational goal of sport riding is co-embodiment between horse and human, in which kinesthetic perception, intention, and volition merge. Co-embodiment requires time and practice to develop a shared multi-species culture in which bodies can be attuned to one another, and profound attention to both the immediate moment and the other being. I suggest that the interspecies component of sport riding, and the sport component of the interspecies engagement, is a significant part of what makes it appealing as a leisure activity. It invites (and requires) an experience of corporeal immediacy and intimacy that is both deeply satisfying and absent from many work or social environments in contemporary, wealthy, Western societies. Methodologically, this article draws from two decades of personal experience in sport horse riding, and engages auto-ethnography as a way to use the researcher’s body as phenomenological tool while keeping broader cultural contexts in mind.