Eight other horses were rescued, WFAA-TV, Dallas, reported.
The Fort Worth Fire Department said in a statement a city police officer patrolling the area was the first to notice the flames and smoke and firefighters responded to the call about 2:30 a.m.
Firefighters were hampered by strong winds in their efforts to put out the fire but were able to get eight horses out of their locked stalls alive. Three of the animals suffered minor injuries.
One firefighter suffered minor burns on his hands.