The acute-phase response (APR) is a rapid, nonspecific, systemic response occurring secondary to skeletal muscle damage and might be a protective physiological mechanism. The response has a number of components including increases in serum concentrations of the acute-phase proteins (APPs), which are primarily produced in the liver. This study was designed to evaluate the influence of marcha gait exercise on serum concentrations of the immunoglobulin A (IgA), immunoglobulin G (IgG), ceruloplasmin, transferrin, albumin (Alb), α1-antitripsin, haptoglobin (Hp), and α1-acid glycoprotein in 35 Mangalarga Marchador horses (18 geldings and 17 mares). The study also aimed to evaluate the differences between genders of the response to marcha gait exercise. Blood samples were assessed before and after official marcha contest. Acute-phase proteins were separated by sodium dodecyl sulfate polyacrylamide gel electrophoresis. The results were submitted to analysis of variance using the SAS statistical program, and means were compared by Student-Newman-Keuls test (P < .05). In both geldings and mares, APP concentrations did not increase in response to exercise. Significant differences of total serum protein concentration, Alb, Hp, IgA, and IgG between geldings and mares were noticed. In conclusion, this study provides evidence that marcha gait exercise performed during official contest is not intense enough to stimulate an APR, demonstrated by no change in serum concentrations of APPs in Mangalarga Marchador horses. The differences between genders in the present study warrant further investigation. •Physical exercise induces various stress responses and metabolic adaptations.•Exercise elicits a short-lived acute-phase response in horses.•The marcha exercise does not change the levels of acute-phase proteins in Mangalarga Marchador horses.•In athletic horses, gender differences should be taken into consideration.