The taxonomy of the European stenonoid horses is revised using multivariate statistical techniques in this paper. The objectives are: to identify the taxonomic status of this group; to revise the specific and subspecific diagnoses, and the valid taxa; and to analyze their paleoecology and evolution. We conclude that: 1) there are six species among the Plio-Pleistocene European stenonoids: Equus major Deperet, in Delafond and Deperet 1893, ex Boule; Equus livenzovensis Bajgusheva, 1978; Equus stenonis Cocchi, 1867; Equus senezensis Prat, 1964; Equus altidens von Reichenau, 1915; and Equus sussenbornensis Wuts. 1901; 2) There are seven subspecies, three of E. stenonis, two of E. senezensis, and two of E. altidens; 3) There are two monophyletic groups according to the "neighbor-joining method." one composed of the middle-to-small-size species, and the other of the biggest ones; 4) There is a trend toward decreasing body size through time in stenonoid horses. This trend, that follows the inverse direction of Cope's rule, can be related to the climatic-environmental changes that occurred from the middle Villafranchian to the early Galerian; 5) Large stenonoids were recorded in the middle Villafranchian and were associated with open and dry habitats (steppes), whereas the small ones lived in more closed and wet habitats (savanna-mosaic, woodlands) from late Villafranchian to earliest Galerian.