Gandalf’s horse is called Shadowfax in The Lord of the Rings: The Fellowship of the Ring.
Shadowfax is a remarkably swift and intelligent horse associated with the kings of Rohan. Gandalf rides him after escaping Isengard and later uses him to travel rapidly across Middle-earth.
The name means “shadow-fax,” referring to the horse’s speed and pale appearance. In the films, Shadowfax is especially important during Gandalf’s race to Minas Tirith and his movements between major battles.
Viewers often confuse Shadowfax with Brego, Aragorn’s horse in The Two Towers and The Return of the King. Hasufel and Arod are also horses associated with other members of the traveling group.