The adaptive response to extreme endurance exercise might involve transcriptional and translational regulation by microRNAs (miRNAs). Therefore, the objective of the present study was to perform an integrated analysis of the blood transcriptome and miRNome (using microarrays) in the horse before and after a 160 km endurance competition. A total of 2,453 differentially expressed genes and 167 differentially expressed microRNAs were identified when comparing pre- and post-ride samples. We used a hypergeometric test and its generalization to gain a better understanding of the biological functions regulated by the differentially expressed microRNA. In particular, 44 differentially expressed microRNAs putatively regulated a total of 351 depleted differentially expressed genes involved variously in glucose metabolism, fatty acid oxidation, mitochondrion biogenesis, and immune response pathways. In an independent validation set of animals, graphical Gaussian models confirmed that miR-21-5p, miR-181b-5p and miR-505-5p are candidate regulatory molecules for the adaptation to endurance exercise in the horse. To the best of our knowledge, the present study is the first to provide a comprehensive, integrated overview of the microRNA-mRNA co-regulation networks that may have a key role in controlling post-transcriptomic regulation during endurance exercise.