Prose Edda
In the Prose Edda book Gylfaginning, Sleipnir is first mentioned in chapter 15 where the enthroned figure of High says that every day the Æsir ride across the bridge Bifröst, and provides a list of the Æsir's horses. The list begins with Sleipnir: "best is Sleipnir, he is Odin's, he has eight legs." In chapter 41, High quotes the Grímnismál stanza that mentions Sleipnir.
In chapter 42, Sleipnir's origins are described. Gangleri (described earlier in the book as King Gylfi in disguise) asks High who the horse Sleipnir belongs to and what there is to tell about it. High expresses surprise at Gangleri's lack of knowledge about Sleipnir and its origin. High tells a story set "right at the beginning of the gods' settlement when the gods established Midgard and built Val-Hall" about an unnamed builder who has offered to build a fortification for the gods in three seasons that will keep out invaders in exchange for the goddess Freyja, the sun, and the moon. After some debate, the gods agree to this, but place a number of restrictions on the builder, including that he must complete the work within three seasons with the help of no man. The builder makes a single request; that he may have help from his stallion Svaðilfari, and due to Loki's influence, this is allowed. The stallion Svaðilfari performs twice the deeds of strength as the builder and hauls enormous rocks to the surprise of the gods. The builder, with Svaðilfari, makes fast progress on the wall, and three days before the deadline of summer, the builder was nearly at the entrance to the fortification. The gods convene and figured out who was responsible, resulting in a unanimous agreement that, along with most trouble, Loki was to blame.
The gods declare that Loki would deserve a horrible death if he could not find a scheme that would cause the builder to forfeit his payment, and threatened to attack him. Loki, afraid, swore oaths that he would devise a scheme to cause the builder to forfeit the payment, whatever it would cost himself. That night, the builder drove out to fetch stone with his stallion Svaðilfari, and out from a wood ran a mare. The mare neighed at Svaðilfari, and "realizing what kind of horse it was," Svaðilfari became frantic, neighed, tore apart his tackle, and ran towards the mare. The mare ran to the wood, Svaðilfari followed, and the builder chased after. The two horses ran around all night, causing the building work to be held up for the night, and the previous momentum of building work that the builder had been able to maintain was not continued.
When the Æsir realize that the builder is a hrimthurs, they disregard their previous oaths with the builder, and call for Thor. Thor arrives, and kills the builder by smashing the builder's skull into shards with the hammer Mjöllnir. However, Loki had "such dealings" with Svaðilfari that "somewhat later" Loki gave birth to a grey foal with eight legs; the horse Sleipnir, "the best horse among gods and men."
In chapter 49, High describes the death of the god Baldr. Hermóðr agrees to ride to Hel to offer a ransom for Baldr's return, and so "then Odin's horse Sleipnir was fetched and led forward." Hermóðr mounts Sleipnir and rides away. Hermóðr rides for nine nights in deep, dark valleys where Hermóðr can see nothing. The two arrive at the river Gjöll and then continue to Gjöll bridge, encountering a maiden guarding the bridge named Móðguðr. Some dialogue occurs between Hermóðr and Móðguðr, including that Móðguðr notes that recently there had ridden five battalions of dead men across the bridge that made less sound than he. Sleipnir and Hermóðr continue "downwards and northwards" on the road to Hel, until the two arrive at Hel's gates. Hermóðr dismounts from Sleipnir, tightens Sleipnir's girth, mounts him, and spurs Sleipnir on. Sleipnir "jumped so hard and over the gate that it came nowhere near." Hermóðr rides up to the hall, and dismounts from Sleipnir. After Hermóðr's pleas to Hel to return Baldr are accepted under a condition, Hermóðr and Baldr retrace their path backward and return to Asgard.
In chapter 16 of the book Skáldskaparmál, a kenning given for Loki is "relative of Sleipnir." In chapter 17, a story is provided in which Odin rides Sleipnir into the land of Jötunheimr and arrives at the residence of the jötunn Hrungnir. Hrungnir asks "what sort of person this was" wearing a golden helmet, "riding sky and sea," and says that the stranger "has a marvellously good horse." Odin wagers his head that no horse as good could be found in all of Jötunheimr. Hrungnir admitted that it was a fine horse, yet states that he owns a much longer-paced horse; Gullfaxi. Incensed, Hrungnir leaps atop Gullfaxi, intending to attack Odin for Odin's boasting. Odin gallops hard ahead of Hrungnir, and, in his, fury, Hrungnir finds himself having rushed into the gates of Asgard. In chapter 58, Sleipnir is mentioned among a list of horses in Þorgrímsþula: "Hrafn and Sleipnir, splendid horses [...]". In addition, Sleipnir occurs twice in kennings for "ship" (once appearing in chapter 25 in a work by the skald Refr, and "sea-Sleipnir" appearing in chapter 49 in Húsdrápa, a work by the 10th century skald Úlfr Uggason).
