Dietary restriction for the weight-loss management of obese horses limits the natural trickle-feeding behaviour. During feed restriction, wood shavings are often advised as bedding to prevent dietary supplementation from non-feed sources. Data from twelve overweight/obese horses and ponies of mixed breed and sex, bedded on wood shavings during 16 weeks of feed restriction, were retrospectively evaluated. DM intake (DMI) was restricted to 1·25 % of body mass (BM) daily. Animals were randomly assigned to one of two diets (hay/chaff, n 6; hay/balancer meal, n 6). BM was recorded weekly. Feeding behaviour was recorded by continual observation over 24 h during week 15. The apparent digestibility (gross energy (GE), acid-detergent fibre (ADF) and DM) of feed was determined for all animals by total faecal collection (72 h, week 16). Rates of weight loss were independent of diet type, DM (R2 0·15), GE (R2 0·20) and ADF digestibilities (R2 0·18). Despite similar DMI, faecal DM ranged between 0·52 and 1·16 % of BM daily and was associated with wide ranges in apparent digestibility (GE − 11·34 to 53·08 %; ADF − 50·37 to 42·83 % and DM 2·14 to 57·32 %), which were improbably low for some animals. Apparent digestibilities were associated with DM output (GE R2 0·96; ADF R2 0·99 and DM R2 0·99) and time spent feeding (GE R2 0·62; DM R2 0·61 and ADF R2 0·59), indicating that feed intake was supplemented with wood shavings in at least five of the twelve animals. Quantities of wood shavings ingested (negligible to >3·0 kg/d) were back-calculated from predicted feed digestibilities. All animals remained healthy. Implications of ‘feed-bulking/energy dilution’ for feed-restricted animals need further consideration.