The circulation of West Nile virus (WNV) in horses was investigated in the Southwest Indian ocean. In 2010, blood samples were collected from a total of 303 horses originating from Madagascar, Mauritius, Reunion and the Seychelles and tested for WNV-specific antibodies. An overall seroprevalence of 27.39% was detected in the Indian Ocean with the highest WNV antibody prevalence of 46.22% (95% CI: [37.4–55.2%]) in Madagascar. The age and origin of the horses were found to be associated with the WNV infection risk. This paper presents the first seroprevalence study investigating WN fever in horses in the Southwest Indian Ocean area and indicates a potential risk of infection for humans and animals. In order to gain a better understanding of WN transmission cycles, WNV surveillance needs to be implemented in each of the countries.