This study aimed to perform a comparative analysis of the horses’ heart rate parameters and locomotor activity in a herd or isolation, with or without the company of goats. Twenty horses were tested in a paddock, accompanied (or not) by three goats. The experiment comprised four tests (a control test of a herd of horses without goats, a horse isolation test without goats, a test of a herd of horses with goats and a test of an isolated horse with goats). The horse’s locomotor behavior, and the HR, RR, rMSSD, LF, HF, and LF/HF were recorded. The data analysis included a 15-min rest, procedural and recovery HR/HRV periods, and a 5-min period at the beginning of the test. The duration of the horses standing in the company of goats increased significantly. The rMSSD parameter was the significantly lowest in the test of a herd of horses with goats. The company of goats in a paddock does not eliminate the emotional effects of the phenomenon. However, the locomotor behavior decreases. Goats in a paddock can provide a positive distraction for horses in a herd as a decrease in emotional excitability can be regarded as having a relaxing impact on a different animal species.