To detect Cryptosporidium sp., Giardia sp. and Eimeria leuckarti in horses, fecal samples were collected from three different handling horse groups from the state of Rio de Janeiro, Brazil. Group A was composed of "Mangalarga Marchador" pure breed horses, Group B was formed by horses of a Military Corporation and Group C by stray horses captured by the Center of Zoonosis Control Paulo Dacorso Filho. A total of 396 fecal samples were collected, 212 samples from Group A, 154 samples from Group B and 30 from Group C. The material was submitted to the centrifugation - flotation technique and staining by the safranin-methylene blue technique and analyzed. Oocysts of Cryptosporidium sp. were identified in 0.75% of the samples (n=3); cysts of Giardia sp. in 0.5% (n=2) and oocysts of E. leuckarti in 0.5% (n=2). One case of E. leuckarti in group A and one of Cryptosporidium sp. in group B were observed. In group C were observed two cases of Cryptosporidium, two of Giardia and one of E. leuckarti,. Horses of group C were more parasitized by the three protozoans than animals from the other groups (p<0.01). It was possible to verify that factors related to the animals, like host individual susceptibility and sanitary factors may influence the occurrence of natural infections by gastrointestinal protozoans, although the age did not have influence. This study reports, for the first time, the occurrence of Cryptosporidium sp., Giardia sp. and E. leuckarti in equines of the State of Rio de Janeiro.