Bedding serves a vital role in horse stable management. Although earlier research has examined stress responses to bedding materials, the effect of bedding types on these responses in horses of different sizes has not been studied. This study assessed the influence of bedding materials (straw vs rice husk) and body size (horses taller than the upper bar of the front gate [H1] vs shorter ones [H2]) on stress responses. Stress was evaluated using behavioural scores, recumbent time, and autonomic regulation via heart rate (HR) and heart rate variability (HRV). Microenvironmental variables such as relative humidity (RH), air temperature (AT), volatile organic compounds (VOCs), carbon dioxide (CO2), particle counts (PC; PC1, 2.5 and 5) and fine particulate matter (PM; PM1, 2.5 and 5) were also recorded. No differences were observed in RH, AT, VOCs or CO2 between stables with different bedding materials. However, PC (1, 2.5 and 5) and PM (1, 2.5 and 5) levels were higher in stables with rice husk than in those with straw. Beat-to-beat (RR) intervals increased, and HR decreased in both H1 and H2 horses on straw during the night (p < 0.05). H1 horses generally showed lower HR and higher RR intervals than H2 horses during housing, regardless of the bedding material used (p < 0.05–0.0001). Although bedding and body size affected behavioural scores and several HRV metrics, no significant within- or between-group differences were detected. These findings suggest that both bedding material and body size influence stress responses; however, short-term individual box housing may not provide sufficient stressors to produce significant differences.