Sometimes people are curious about "what is the most expensive horse breed"? This question can have a few answers, because so much of a horse's value depends upon age and training.
By Breed Only
When talking about average foal (young horse) prices by breed- the most expensive breed of horse in the US is the Gypsy Vanner or Friesian Horse. These breeds are at a height of popularity in the U. S. currently. (horses marketed as the breed Gypsy Vanners are often priced as common grade horses in the United Kingdom). Gypsy Vanners or Friesian breed foals can frequently sell for anywhere from $10,000 to $25,000 even as foals. Compare to the average quarter horse foal which sells for about $800, or average Welsh Pony Foal which sells for about $3,000.
However these prices are a bit deceiving.
By Factoring in Training, Bloodlines, & Age All of these factors play a huge part in horse prices in every breed. For example, a nice amature-friendly riding Friesian might sell for $35,000, however a Quarter Horse Stallion who's won a World Championship might sell for $100,000, and a showjumping horse with Olympic potential might sell for $500,000 or more! If you are to include racing thoroughbreds in the calculations, then surely young horses selling for millions would take the prize! However thousands of failed thoroughbreds can be adopted for less than $1,000 so the value in a Thoroughbred is the racing potential, not the breed itself.
As you can see talent, bloodlines, and training play a huge role in horse prices. While the horse breeds that claim the top selling horses are likely Thoroughbreds and Quarter Horses, The most expensive horse breed, in general, is definitely the Gypsy Vanner and/or Friesian. However individuals of almost any breed could sell for that much or more with the right training and talent.