The first World Equestrian Games (WEG) were held in Stockholm, Sweden in 1990. They were the brainchild of Prince Philip, who was the president of the International Equestrian Federation during the 1980s. The event included individual and team competitions in show jumping, dressage, combined driving, eventing, vaulting, and endurance.

The second WEG took place four years later (1994) at The Hague in the Netherlands.

Dublin was expected to host WEG in 1998, but had to pull out, leaving the Italian Equestrian Federation to step in at short notice to put on a very successful event in Rome.

In 2002, six events became seven with the inclusion of reining at the championships for the first time at the games in Jerez de la Frontera in Spain.

The 2006 games were held in Aachen, Germany. This championship saw two sets of individual dressage medals being awarded — one for the grand prix and one for the freestyle to music.

Kentucky will host the Alltech World Equestrian Games in America in 2010. This is the first-time that the games have had a title sponsor. It is also the first games to be held outside Europe and hosts a para dressage competition.

There had been talk of rebranding the world championships to the FEI Games, but this decision was reversed after public outcry.