There are several methods to protect the horse's legs from injury. Polo wraps, also known as fleece bandages, are one great option. 

The leg wraps provide support and protect the horses’ legs against hits and impact that can occur during training. Polo wraps can also be used on the horses’ legs at night to help reduce swelling that can occur when the horse is standing still. The wraps contribute to both support and warmth, which can help improve blood circulation in the horses’ legs.