This study tested the effect of micellized vitamin E (D-α-tocopherol; 1,400 IU/d) administered 12 and 1 h orally before training for 1 d (ST-VitE) or 8 d (LT-VitE) compared with an unsupplemented control (CONTROL) on plasma α-tocopherol, thiobarbithuric acid-reactive substances (TBARS), total glutathione (GSHt), and trolox equivalent antioxidant capacity (TEAC) in 10 race horses. Different sampling times [immediately before training (BEF) and after intense training (END) or 8 h after recovery (+8h)] were investigated. Plasma α-tocopherol concentration was greater in the ST-VitE group than the CONTROL group at +8h (P < 0.05). Natural vitamin E supplementation increased plasma α-tocopherol (P < 0.001) in the LT-VitE group by approximately 1.6-fold at BEF, END, and +8h. In all groups, TBARS tended to be slightly greater (P = 0.087) immediately after training when compared with values BEF or +8h and the lowest TBARS values were observed at +8h in LT-VitE. Vitamin E supplementation did not affect the GSHt concentrations at BEF, END, or +8h. The TEAC values were modified by the vitamin E administration (P = 0.010). The greatest TEAC was found in the LT-VitE group at all sampling times and similar concentrations were reached in the ST-VitE group at +8h. The CONTROL group was not able to maintain TEAC after training (P < 0.001), indicating consumption of antioxidants (mainly vitamin E) and consequently oxidative stress because of the antioxidant system being overwhelmed by a reduced antioxidant supply. In conclusion, micellized natural vitamin E at 1,400 IU/d for 8 d efficiently increased plasma α-tocopherol concentration of race horses undergoing intense training conditions and maintained the general oxidative status.