Southeast of Harrisburg near Murphysboro, there are several nice horseback riding trails through the Garden Of The Gods, a 3,300 acre wilderness area with old-growth forest. The 5.5 mile Garden Of The Gods Trail is especially nice.
To reach the horseback riding trailhead from US57 in Marion, use Exit #54. Head east on SR13 for 22.3 miles into Harrisburg. Turn right heading south on SR45 for 0.8 miles. Turn left heading south on SR34 for 14.7 miles. Turn left heading east on Karbers Ridge Road for 2.7 miles. Turn left heading north on State Forest Road 250E (sign broken) for 1.2 miles. Turn left heading west on Garden Of The Gods Road (unsigned). There is a corral at the very end of the road.
Overall, Garden Of The Gods Trails is the 2nd most popular horse trail of all 22 horseback rides in Illinois.