There are several hints in the first few paragraphs of the story that the narrator is the eponymous horse. For example, the narrator describes how he and others like him "looked over a gate at our master's house." On its own, this might suggest that the narrator is a human slave perhaps, although the reference to the gate, in hindsight, suggests a horse rather than a human.

In the second paragraph, we are told by the narrator that, when he was young, he was raised "upon (his) mother's milk, as (he) could not eat grass." The first part of this quotation could feasibly be said by a human, but the second part, about feeding on grass, probably couldn't. At this point, it seems clear that the narrator is some kind of animal.

The point at which it becomes explicit that the narrator is a horse is in the first line of the fourth paragraph, which reads, "There were six young colts in the meadow besides me." The phrase, "beside me," indicates that the narrator is also a colt, which is a young male horse.