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The objective of this retrospective study was to evaluate the effect of management strategies aiming to improve animal well-being on pregnancy and embryonic death (ED) rates. Breeding records of a cohort of 1206 Thoroughbred mares brought to a stallion station facility, to be bred with the stallions housed there, were evaluated during ten breeding seasons. Mares were blocked according to management strategies in two groups: Stress and Relax. Strategies used to improve animal well-being (Relax group) were as follows: stopping the teasing routine, reducing or eliminating stall confinement, reducing the number of mares per group and maintaining herd stability during the breeding season. In barren mares, the pregnancy rate was higher in the Relax group (91.8%) when compared to the observed in Stress group (84.7%). However, no difference in pregnancy rates were observed (Stress = 85.2% vs. Relax = 86.2) in foaling mares. ED rate was higher in barren and foaling mares of the Stress group mares (25.5% and 26.8%, respectively) compared with the Relax group (16.1% and 14.7%, respectively). No significant differences were observed on foal heat pregnancy rate between groups; yet, the embryo loss on foal heat was significant reduced in Relax mares (Relax = 8.7% vs Stress = 24.5%). In conclusion, management strategies aimed to reduce social stress can reduce early pregnancy losses and the average cycles per pregnancy, improving reproductive performance in mares.