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Simple Summary: Musculoskeletal injuries (MSI) continue to affect Thoroughbred racehorses internationally, despite over thirty years of research into this problem. Studies of risk factors for musculoskeletal injuries report inconsistent findings. Consequently, developing training strategies to mitigate the risk of MSI is difficult. We identified factors associated with particularly high odds of injury in this population of racehorses. Two-year-old horses from primiparous mares (first foals born) are at increased odds of MSI, particularly dorsal metacarpal disease ("shinsoreness"). Two-year-old horses that have had a total preparation length of between 10 and 14 weeks also have increased odds of injury. Horses of all ages that travelled a total distance of 2.4–3.8 km (12–19 furlongs) at a gallop (faster than 15 m/s; 13 s/furlong; 900 m/min; 55 km/h) in the last four weeks and horses three years and older that travelled 3.0–4.8 km (15–24 furlongs) at three-quarter pace and above (faster than 13 m/s; 15 s/furlong; 800 m/min; 48 km/h) also have increased odds of injury. We recommend that these horses should be monitored closely for impending signs of injury. We also observed a non-linear relationship between high-speed exercise and musculoskeletal injuries. This highlights the importance of high-speed exercise to enable tissue adaptation to training. Finally, in some situations, increasing the number of days worked at a slow pace may be more effective for preventing MSI, if horses are perceived at a higher risk, than resting the horse altogether. Early identification of horses at increased risk of injury and appropriate intervention could substantially reduce the impact of musculoskeletal injuries in Thoroughbred racehorses. Musculoskeletal injuries (MSI) continue to affect Thoroughbred racehorses internationally. There is a strong interest in developing training and management strategies to reduce their impact, however, studies of risk factors report inconsistent findings. Furthermore, many injuries and fatalities occur during training rather than during racing, yet most studies report racing data only. By combining racing and training data a larger exposure to risk factors and a larger number of musculoskeletal injuries are captured and the true effect of risk factors may be more accurately represented. Furthermore, modifications to reduce the impact of MSI are more readily implemented at the training level. Our study aimed to: (1) determine the risk factors for musculoskeletal injuries and whether these are different for two-year-old and older horses and (2) determine whether risk factors vary with type of injury. This was performed by repeating analyses by age category and injury type. Data from 202 cases and 202 matched controls were collected through weekly interviews with trainers and analysed using conditional logistic regression. Increasing dam parity significantly reduced the odds of injury in horses of all age groups because of the effect in two-year-old horses (odds ratio (OR) 0.08; 95% confidence interval (CI) 0.02, 0.36; p < 0.001). Increasing total preparation length is associated with higher odds of injury in horses of all ages (OR 5.56; 95% CI 1.59, 19.46; p = 0.01), but particularly in two-year-old horses (OR 8.05; 95% CI 1.92, 33.76; p = 0.004). Increasing number of days exercised at a slow pace decreased the odds of injury in horses of all ages (OR 0.09; 95% CI 0.03, 0.28; p < 0.001). The distance travelled at three-quarter pace and above (faster than 13 m/s; 15 s/furlong; 800 m/min; 48 km/h) and the total distance travelled at a gallop (faster than 15 m/s; 13 s/furlong; 900 m/min; 55 km/h) in the past four weeks significantly affected the odds of injury. There was a non-linear association between high-speed exercise and injury whereby the odds of injury initially increased and subsequently decreased as accumulated high-speed exercise distance increased. None of the racing career and performance indices affected the odds of injury. We identified horses in this population that have particularly high odds of injury. Two-year-old horses from primiparous mares are at increased odds of injury, particularly dorsal metacarpal disease. Two-year-old horses that have had a total preparation length of between 10 and 14 weeks also have increased odds of injury. Horses of all ages that travelled a total distance of 2.4–3.8 km (12–19 furlongs) at a gallop in the last four weeks and horses three years and older that travelled 3.0–4.8 km (15–24 furlongs) at three-quarter pace and above also have increased odds of injury. We recommend that these horses should be monitored closely for impending signs of injury. Increasing the number of days worked at a slow pace may be more effective for preventing injury, if horses are perceived at a higher risk, than resting the horse altogether. Early identification of horses at increased risk and appropriate intervention could substantially reduce the impact of musculoskeletal injuries in Thoroughbred racehorses. [ABSTRACT FROM AUTHOR]