Living in a herd has multiple advantages for social species and is a primary survival strategy for prey. The presence of conspecifics, identified as a social buffer, may mitigate the individual stress response. Social isolation is, therefore, particularly stressful for horses, which are gregarious animals. However, they are not equally vulnerable to separation from the group. We tested whether more and less socially dependent horses and independent individuals would differ in their responses to novel and sudden sounds occurring in two contexts: non-social and social motivation. Twenty warmblood horses were first exposed to two social tests: to evaluate the level of social dependence (rate of restless behaviour; social isolation) and the quantity and the quality of interactions in which they were involved (stay on a paddock). Two fear audio tests were then performed to compare the responses to sudden sounds while feeding (non-social motivation; control trial) and while moving towards the herd (social motivation; experimental trial). Socially dependent horses showed more pronounced avoidance behaviour and needed much more time to resume feeding during the control trial. Hence, dependent individuals appeared to be more fearful. However, during an experimental trial, horses of both groups tended to ignore the sound or paid only limited attention to the stimulus, continuing to move forward towards their conspecifics. Thus, social motivation may mitigate fear caused by a frightening stimulus and make fearful and dependent horses more prone to face a potentially stressful event. This finding should be taken into account in horse training and management.