Mounting correctly is one of the most fundamental skills in horsemanship, and how you hold the reins and saddle in that moment sets the tone for the entire ride. The short answer is yes — you should hold both, but the way you hold them matters enormously. Done correctly, your grip on the reins and saddle gives you control, balance, and security. Done poorly, it can cause pain to your horse, create anxiety, or even result in a fall before you've left the ground. When you approach the left side of your horse to mount, gather your reins in your left hand before you do anything else. You want enough contact that your horse cannot walk forward or spin away, but not so much tension that you are pulling backward on the bit. A light, even feel on both reins is the goal. Many riders make the mistake of holding only the left rein tightly when mounting, which causes the horse to bend toward them and step in a circle. Instead, keep both reins equal in your left hand and rest that hand firmly on the horse's neck just in front of the withers. This position gives you a stable anchor point and keeps the horse's head straight. With your left hand holding the reins on the neck, reach across with your right hand and take hold of the saddle. Exactly where you grip the saddle is worth thinking about carefully. Gripping the back of the cantle is a common habit but a problematic one — pulling on the cantle as you push up twists the saddle and puts sideways torque on your horse's back, which can cause soreness over time and may make some horses move away or become reluctant to be mounted. A better option is to grip the front of the seat, the pommel area, or the horn if you are riding western. This centers the weight of your pull directly over the horse's spine rather than twisting the saddle off to one side. As you place your left foot in the stirrup, keep your toe angled slightly downward and forward so you are not poking your horse in the side with your heel as you rise. Push up smoothly and decisively — hesitating halfway up puts prolonged strain on the saddle and your horse's back. Swing your right leg over with control, avoiding the temptation to drop heavily into the seat. Lowering yourself gently into the saddle protects your horse's back and, over a lifetime of riding, makes a significant difference in your horse's willingness and comfort. Consistent, correct mounting habits also build trust. A horse who has been jabbed with a toe, pulled sideways by the cantle, or had a rider plop down hard learns to anticipate that discomfort and may begin moving away, pinning its ears, or becoming difficult at the mounting block. Horses who are mounted thoughtfully and consistently tend to stand quietly and willingly. Taking thirty seconds to mount correctly every single time is one of the simplest and most respectful things you can do for your horse.
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Watch: Should You Hold the Reins and Saddle When Mounting

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Clinton Anderson: Overview of Starting a Colt — Should You Hold the Reins and Saddle When Mounting
Downunder Horsemanship