This study aimed to assess the effect of exercise on serum electrophoretic protein pattern, C-reactive protein (CRP) and platelet aggregation in horses subjected to a jumping exercise. The possible relationship between acute-phase reactions and platelet reactivity in the context of exercise was investigated. Blood samples were collected from 10 jumper horses at rest (TREST), within 5 min from the end of exercise (TPE5), and 30 min (TPE30) and 60 min after exercise (TPE60). The serum values of total proteins; CRP; albumin; α1-, α-2, β1-, β2- and γ-globulins; and the maximum degree of aggregation and the initial velocity of aggregation (slope) were evaluated. According to one-way analysis of variance, CRP and α1-, α-2, β1- and β2-globulins increased after exercise compared with rest condition (p < 0.001), whereas albumin and platelet aggregation showed lower values after exercise than at rest (p < 0.001). CRP and α1-globulin values were negatively correlated with both platelet aggregation indices at TPE5, whereas no significant correlation among these parameters was found at TREST, TPE30 and TPE60. This study provides evidence that an acute-phase response occurred in horses after the jumping exercise and suggests a linkage between the inflammatory status and the platelet responsiveness in horses during exercise.