According to her representative, the Kill Bill star "was training on a young thoroughbred who got spooked. She was thrown and broke a few bones".
Thurman's publicist confirmed the 46-year-old star had been hurt after she was reportedly seen "walking gingerly" into a restaurant on the island.
It is not known exactly when or where the accident occurred.
Boston-born Thurman is known for films including Pulp Fiction, Dangerous Liaisons and My Super Ex-Girlfriend.
The actress has two children with her ex-husband, Ethan Hawke, and a third with financier Arpad Busson, to whom she was once engaged.
Actress Uma Thurman has been injured in a riding accident while holidaying on the Caribbean island of St Barts.