High expresses surprise in Gangleri's lack of knowledge about Sleipnir and its origin. 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. In chapter 42, Sleipnir's origins are described. 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 the Prose Edda book Gylfaginning, Sleipnir is first mentioned in chapter 15 where the ethroned figure of High says that every day the Æsir ride across the bridge Bifröst, and provides a list of the Æsir's horses. The Völuspá hin skamma section of Hyndluljóð says that Loki produced 'the wolf' with Angrboða, produced Sleipnir with Svaðilfari, and thirdly 'one monster that was thought the most baleful, who was descended from Býleistr's brother. In Sigrdrífumál, the valkyrie Sigrdrífa tells the hero Sigurðr that runes should be cut 'on Sleipnir's teeth and on the sledge's strap-bands.' In Baldrs draumar, after the Æsir convene about the god Baldr's bad dreams, Odin places a saddle on Sleipnir and the two ride to the location of Hel. In Grímnismál, Grimnir (Odin in disguise and not yet having revealed his identity) tells the boy Agnar in verse that Sleipnir is the best of horses ('Odin is the best of the Æsir, Sleipnir of horses').

In the Poetic Edda, Sleipnir appears or is mentioned in the poems Grímnismál, Sigrdrífumál, Baldrs draumar, and Hyndluljóð. The Prose Edda contains extended information regarding the circumstances of Sleipnir's birth, including that he is gray in color. In both sources, Sleipnir is Odin's steed, is the child of Loki and Svaðilfari, is described as the best of all horses, and is sometimes ridden to the location of Hel. Sleipnir is attested in the Poetic Edda, compiled in the 13th century from earlier traditional sources, and the Prose Edda, written in the 13th century by Snorri Sturluson. Loki later gave birth to Sleipnir.In Norse mythology, Sleipnir (Old Norse 'slippy') is an eight-legged horse. Right as the last brick was about to be placed, Loki transformed into a beautiful white mare, and lured Svadilfari off. The Frost Giant had only asked to use his grey stallion, Svadilfari. Loki had hastily agreed to let a Frost Giant re-build the wall around Asgard, in exchange for the Moon, the Sun, and Freya, only he had to do it in six months. Thor returned to Asgard with their remains and used them coupled with Asgardian magic to create Sleipneir. The humans however betrayed him and by the time Thor returned they had eaten all the horses. Thor agreed to pilot the Blood Colossus to fight the undead as long as the humans did not eat his horses when they died to allow them to reincarnate. He took his steeds Slaughterbit, Swamptooth, Snow Harpy, Smokemare, Stormbringer, Mudbrute, Firegnaw, Warhoof with him. The first involved Thor having to defend Midgard from an army of the undead, which had been summoned by the Enchantress. Two origins have been presented for Sleipnir:

Sleipnir is Odin's magical eight-legged steed, and is supposed to be the greatest of all horses.

Sleipnir parents