From the Associated Press:

Horse of Year never ran against male competition
Associated Press
BEVERLY HILLS, Calif. — Azeri became the first female in 16 years to win the Eclipse Award for thoroughbred racing’s Horse of the Year, garnering support despite never running against male competition.
Laura de Seroux, the first woman to train a Horse of the Year winner, defended her decision to keep Azeri away from the boys in 2002. The 4-year-old filly won eight of nine starts, including a decisive victory in the Breeders’ Cup Distaff.