Cavalry are fired upon like infantry, use the rider's Toughness to see if hits cause wounds. They are also allowed to take saving throws as normal, although they can only take advantage of cover if they remained stationary during their previous movement phase.
Shooting at Cavalry
Source: Core Rulebook 3E, p. 93
Cavalry are shot at like infantry using the rider's Toughness, and can take cover saves only if they remained stationary in their previous movement phase.