Historically, Shagya Arabians were bred primarily for military use. For example, the Royal Guard of Budapest rode Shagyas.

In 1909, Count C.G. Wrangel wrote that Shagyas are "indestructible horses, whose perfomance in the entire Austrian-Hungarian army became proverbial."

 Likewise in 1909, the German Dr. Gustav Rau said that Shagyas are the most common of the Oriental lines, and "one can say, the most perfect of all the lines ... a medium ride with particular depth and width, indestructible in use, prime temperament. Shagyas are wide, deep and muscular, beautiful mothers, especially noble, while powerful..."

Today, the Shagya is a multifunctional pleasure and sport horse for all disciplines, including Hunter/Jumper and Endurance.

The breed is tough, ardous, resistant, simple to deal with despite the lively temperament, a loving character, easy rideability, and willing to perform. Shagyas are also succesfully used as enhancers in warmblood sport-horses.