Kellogg had a longtime interest in Arabian horses. In 1925, he purchased for $250,000 in Pomona, California, to establish an Arabian horse ranch. Starting with breeding stock descended from the imports of Homer Davenport and W.R. Brown, Kellogg then looked to England, where he purchased a significant number of horses from the Crabbet Arabian Stud, making multiple importations during the 1920s. The Kellogg ranch became well known in southern California not only for its horse breeding program but also for its entertaining, weekly horse exhibitions, open to the public and frequently visited by assorted Hollywood celebrities. Among many other connections to Hollywood, the actor Rudolph Valentino borrowed the Kellogg stallion "Jadaan" for his 1926 movie "Son of the Sheik", along with a Kellogg employee, Carl Raswan, who rode in certain scenes as Valentino's stunt double.