Despite the important roles that horses have played in human history, particularly in the spread of languages and cultures, and correspondingly intensive research on this topic, the origin of domestic horses remains elusive. Several domestication centers have been hypothesized, but most of these have been invalidated through recent paleogenetic studies. Anatolia is a region with an extended history of horse exploitation that has been considered a candidate for the origins of domestic horses but has never been subject to detailed investigation. Our paleogenetic study of pre- and protohistoric horses in Anatolia and the Caucasus, based on a diachronic sample from the early Neolithic to the Iron Age (~8000 to ~1000 BCE) that encompasses the presumed transition from wild to domestic horses (4000 to 3000 BCE), shows the rapid and large-scale introduction of domestic horses at the end of the third millennium BCE. Thus, our results argue strongly against autochthonous independent domestication of horses in Anatolia.