Cyathostomins are considered one of the most important parasites of horses. A group of horses within a herd can be responsible for eliminating the majority of parasite eggs. This phenotype might be explained by genetic factors. This study aimed to identify genomic regions associated with fecal egg count (FEC) and hematological parameters by performing a genomic-wide association study (GWAS) in Thoroughbred horses naturally infected with cyathostomins. Packed cell volume (PCV), differential leukocyte, and FEC were determined from 90 horses. All animals were genotyped using the Illumina Equine 70 K BeadChip panel containing 65,157 SNP markers. The five genomic windows that have explained the highest percentage of the additive genetic variance of a specific trait (top 5) were further explored to identify candidate genes. A total of 33, 21, 30, 21, and 19 genes were identified for FEC, PCV, eosinophils, neutrophils, and lymphocyte count, respectively. The top 5 marker regions explained 2.86, 2.56, 2.73, 2.33, and 2.37% of the additive genetic variation of FEC, PCV, eosinophils, neutrophils, and lymphocytes count, respectively. This is the first study correlating phenotypic horse health traits to GWAS analysis, which may be used for animal breeding activities, reducing losses due to parasite infections.