The Kentucky Mountain Saddle Horse takes its name from the eastern Kentucky mountain region where the breed developed over more than 200 years of selective breeding by local families. The breed shares heritage with other mountain horses of the region, sometimes collectively called "Mountain Pleasure Horses," though the Kentucky Mountain Saddle Horse maintains its own distinct registry and breed identity.
The Kentucky Mountain Saddle Horse Association (KMSHA) was founded in 1989 by Robert Robinson Jr. of Irvine, Kentucky, to formally document and preserve the breed. Robinson recognized that many excellent gaited horses in the region fell outside the height requirements of other mountain horse registries, which typically required horses to stand at least 14.2 hands. The KMSHA accommodated the full range of horses bred in the mountains.
Registration with the KMSHA divides horses into two classes: Class A horses stand 14 hands or taller, while Class B horses range from 11 to 13.3 hands. This classification system acknowledges the traditional variety in mountain horse sizes while maintaining consistent breed standards for temperament and gait across both size categories.
A subsidiary organization, the Spotted Mountain Horse Association (SMHA), was formed in 2002 to register horses with pinto markings or excessive white that exceed KMSHA color restrictions. Both organizations work together to preserve the breed's characteristics while accommodating the natural color variations that occur. As of 2011, the KMSHA had registered over 24,000 horses with more than 3,200 members, primarily in Kentucky but spreading throughout the United States, Canada, and Europe.

