The natural protective behaviour displayed by Konik Polski horses against flies was investigated. The factors considered were age (adults versus foals), management system (forest reserve versus pasture), weather conditions and type of horse activity. Twenty-five Konik Polski adults and 18 foals were observed between 0800 and 2000h during two summer seasons (2000 and 2001). Individual protective behaviours (IB) eg tail swishing, head shaking, leg lifting, skin twitching and social protective behaviour (grouping for mutual protection) against insects were studied. Adult and forest-kept horses performed more IB than foals and pastured horses, respectively. Wet and windy weather conditions significantly reduced insect harassment and the frequency of responses to insects. Therefore, if it is not possible to apply chemical repellents against insects, then allowing horses to aggregate into groups or providing them with refuge, especially on hot and windless days, may have significant welfare benefits.