My arab, only once in 10 years needed to be blanketed. He wouldn't stay in the shelter or even bum up against it. The weather was cold, rain/snow and windy at the beginning of winter. He was blanketed for the day only. As soon as that weather subsided the blanket was removed. Last year we got the same weather at the beginning of winter. My qh was wet and shivered for two days. There was beautiful hay in the shelter but no, he too wouldn't go in. This year I'm prepared with a waterproof rain sheet, brand new. Now we probably won't get that weather!