How much are you riding him? Age? Any health problems?
If you are riding tons, you may want to supplement with grain to replace the lost calories. If not, you may just want hay and maybe grain for maintenance. Someone else would know more about nutrition than me. But yeah, like everyone else said, good diet and conditioning. Make sure he is a healthy weight, not just skinny.
Well in the winter I ride about once a week, but in the summer I ride A LOT. Nope... no health issues, and he is 7 y.o.
I have a question, what is conditioning?
Look for a good ration balancer and adjust the hay to keep the weight where you want it ...
A ration balancer is LOADED with NUTRITION but low calories and low sugars and starches... which makes it idea for the easy keeper or the horse that you dont' want to gain alot of weight...
Ration balanacers are wonderful things they keep the system working properly to utlize and provie maximum nutrition on a small amount therefore helping thin horses gain and obeses horses lose!!