If you are new to crossing the border with a horse it is recommended that when you plan a trip into Canada that you check with the border crossing you intend to use. The same for when you are crossing back into the USA. There is a list of Canadian Border Service Agency offices crossings at this link.
http://cbsa-asfc.gc.ca/contact/listi...ex_full-e.html
They will tell you what doc's you need. My sister regularly crosses with her dressage horse. This is her recommendation.