Virtual fencing is an innovative alternative to conventional fences. Different systems have been studied, including electric-impulse-free systems. We tested the potential of self-applied acoustic stimulus in deterring the horses from further movement. Thirty warmblood horses were individually introduced to a designated corridor leading toward a food reward (variant F) or a familiar horse (variant S). As the subject reached a distance of 30, 15 or 5 m from a finish line, an acute alarming sound was played. Generally, a sudden and unknown sound was perceived by horses as a threat causing an increase in vigilance and sympathetic activation. Horses’ behaviour and barrier effectiveness (80% for F vs. 20% for S) depended on motivator (F/S), while the cardiac response indicating some level of stress was similar. The motivation for social interactions was too strong to stop the horses from crossing a designated boundary. Conversely, the sound exposure distance did not vary the barrier effectiveness, but it differentiated HRV responses, with the strongest sympathetic activation noted at a distance of 5 m. Thus, the moment of a sound playback has important welfare implications. Due to the limited potential of sound as a virtual barrier, auditory cues cannot be used as an alternative for conventional fencing.