The Rocking Horse Winner was an American indie rock band based in Davie, Florida. The band was formed in mid-1999, by guitarist, keyboardist and backing vocalist Henry Olmino, bass guitarist Jeronimo Gomez, drummer, keyboardist and percussionist Matthew Crum, and vocalist Jolie Lindholm. At various times, the band also included guitarist Oliver Chapoy, drummer Steve Kleisath, and vocalist Kristen Lindholm. The band broke up in March 2003, though it was not announced publicly until May 2003.

Prior to forming The Rocking Horse Winner, Gomez, Olmino and Crum had together played in the melodic hardcore band As Friends Rust. Gomez had also played in the metalcore band Poison the Well, while Chapoy and Kleisath had played in the metalcore band Shai Hulud. Shortly after the band's formation, Lindholm began contributing to releases by the emo band Dashboard Confessional.

After self-releasing an extended play in 1999, The Rocking Horse Winner was signed by Florida-based record label Ohev Records in 2000. The label compiled the songs from the band's extended play with newly recorded material to create The Rocking Horse Winner's debut album, State of Feeling Concentration, released in November 2000. The Rocking Horse Winner was then picked up by New York–based record label Equal Vision Records, which released the band's sophomore album, Horizon, in April 2002.

During its span, the band toured the United States several times, accompanied by such bands as Dashboard Confessional, Coheed and Cambria, The Format, Bayside, The Blood Brothers, The Weakerthans, Further Seems Forever, Midtown, Hopesfall, Hey Mercedes, Brandtson, Sense Field, Onelinedrawing, Fairweather, Koufax, Twothirtyeight, Hot Rod Circuit, Seville, The Lyndsay Diaries, The Cancer Conspiracy, Fairview, and The Remedy Session. The Rocking Horse Winner also performed at such festivals as Van's Warped Tour, MACROCK, South by Southwest, CMJ Music Marathon, Monster Fest, Krazy Fest and Gainesvillefest.