A number of stories of headless horsemen and women are also found in Welsh folklore. The "Fenyw heb un pen" (English: The headless woman) who rides a "Ceffyl heb un pen" (English: horse without a head). Bryn Hall in Llanymawddwy is said to have been haunted by a headless horseman which only came to an end when one of the Hall's servants discerned a message from the horseman identifying the location of a buried body. The body was said to be that of an illegitimate child fathered by the Lord of Bryn Hall.[8]

As Wales shares cultural similarities with Cornwall, it is possible that a version of the Welsh horsemen (or a Cornish equivalent) may have been what was known to the parents of Washington Irving, who originated in Cornwall.[9]