Sarcocystis neurona, Neospora spp. and Toxoplasma gondii are related protozoans; they were considered the same parasite until 1970s. Two of these parasites, S. neurona and Neospora spp. are associated with a neurological syndrome in horses, called equine protozoal myeloencephalitis (EPM). The diagnosis and treatment of EPM are difficult. Most cases of EPM are related to S. neurona while only a few are due to Neospora spp. infections. There are two species of Neospora, Neospora caninum that has a wide host range and Neospora hughesi that has been found only in horses. Currently, T. gondii is not considered as a cause of EPM in horses, although it causes neurological illness in many other hosts, including humans. The present review provides an update on history, life cycle, diagnosis and treatment of these three infections in horses.