This is an old New England saying, specifically originating during the heyday of Rockingham Park Racetrack in Salem, New Hampshire. You might say this when someone is all talk and no action or saying something they can't back up.
Asenath: I can cross-stitch so much better than you!
Ivory (who is a sought-after bride because of her cross-stitch skills): Words don't win a horse race.
Ivory (who is a sought-after bride because of her cross-stitch skills): Words don't win a horse race.
by Herodotus Greenleaf October 12, 2020
Get the Words don't win a horse racemug.