Making a morphological pre-selection of Pura Raza Español horses (PRE) for dressage is a challenging task within its current breeding program. The aim of our research was to design an early genetic selection morphological linear traits index to improve dressage performance, using 26 morphological linear traits and six dressage traits (walk, trot, canter, submission, general impression – partial scores – and total score) as selection criteria. The data set included morphological linear traits of 10 127 PRE (4159 males and 5968 females) collected between 2008 and 2013 (one record per horse) and 19 095 dressage traits of 1545 PRE (1476 males and 69 females; 12.4 records of average) collected between 2004 and 2014. A univariate animal model was applied to predict the breeding values (PBV). A partial least squares regression analysis was used to select the most predictive morphological linear traits PBV on the dressage traits PBV. According to the Wold Criterion, the 13 morphological linear traits (width of head, head–neck junction, upper neck line, neck–body junction, width of chest, angle of shoulder, lateral angle of knee, frontal angle of knee, cannon bone perimeter, length of croup, angle of croup, ischium–stifle distance and lateral hock angle) most closely related to total score PBV, partial scores PBV and gait scores PBV (walk, trot and canter) were selected. A multivariate genetic analysis was performed among the 13 morphological linear traits selected and the six dressage traits to estimate the genetic parameters. After it, the selection index theory was used to compute the expected genetic response using different strategies. The expected genetic response of total score PBV (0.76), partial scores PBV (0.04) and gait scores PBV (0.03) as selection objectives using morphological linear traits PBV as criteria selection were positive, but lower than that obtained using dressage traits PBV (1.80, 0.16 and 0.14 for total score PBV, partial scores PBV and gait scores PBV) or dressage traits PBV and morphological linear traits PBV (2.97, 0.16 and 0.15 for total score PBV, partial scores PBV and gait scores PBV), as selection criteria. This suggests that it is possible to preselect the PRE without dressage traits PBV using as selection criteria the morphological linear traits PBV, but the expected genetic response will be lower.