The Winter Horses takes place in the Ukraine as the Nazi army is closing in on an animal preserve, Askaniya Nova. The reserve houses animals and some of the rarest horses, chiefly the Przewalski horses. As the owner of the preserve prepares to flee, he instructs the caretaker, Max to destroy all of the animals to prevent the Nazis from using them for food. Max isn't able to kill the horses, so he chooses to stay and hope that he can convince the incoming army of their value. Captain Grenzmann of the German Army likes to see himself as a cultured man, so he entertains Max's ideas at first. When orders come from the Nazis to destroy all the Przewalski horses, they are obliged to follow the order. All but two horses are destroyed. These two horses escape and locate Kalinka, a fourteen year old girl who has been hiding near Max's cabin. One of the horses has been injured and Kalinka enlists Max's help to try to save it. Coming to Max has placed them all in danger and now Max thinks its best if she heads toward the Russian line with the horses.
Kalinka is a tough, and cautious girl. She has lost so much at the hands of the German army. She hasn't had anyone to be nice to her in a longtime, so it is hard for her to trust Max at first. She has this understandable hatred toward the Nazi army for slaughtering her family and village. The Winter Horse displays some of the evils of war as well as how other people can be good. It is Max who introduces her to the idea that not all Germans are bad and that nothing can come from holding on to her hate. Kalinka ends up making getting the Przewalski horses to safety her mission and throughout her ordeal, she finds courage, strength and the determination to persevere.