É um filme de 2011 chamado Eva . Da descrição da Wikipedia:
Eva is a 2011 Spanish science fiction film directed by Kike Maíllo. [...] The film is set in 2041, in the time when humans live along with machines. [...] Álex visits Julia as she lectures to students at in a robotics laboratory. A pair of students, their tests on their small robotic horse failing, dismantle it with the phrase "What do you see when you close your eyes?" The robot falls to the ground, and Álex gently admonishes them, telling them that even if they restart the robot, it will never be the same; the phrase "kills" the robot by destroying its emotional memory, and thus, its soul.
Este foi o melhor resultado que consegui pesquisando "robôs de cavalo de filmes espanhóis".
Aqui está a cena em que o OP estava pensando: