<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0202</schemaVersion>

    <documentType>3</documentType>

    <periodOfReport>2005-08-02</periodOfReport>

    <noSecuritiesOwned>0</noSecuritiesOwned>

    <issuer>
        <issuerCik>0001323974</issuerCik>
        <issuerName>MWI Veterinary Supply, Inc.</issuerName>
        <issuerTradingSymbol>MWIV</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001083166</rptOwnerCik>
            <rptOwnerName>BRUCKMANN BRUCE</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>700 CASS STREET, SUITE 200</rptOwnerStreet1>
            <rptOwnerStreet2></rptOwnerStreet2>
            <rptOwnerCity>MONTEREY</rptOwnerCity>
            <rptOwnerState>CA</rptOwnerState>
            <rptOwnerZipCode>93940-2922</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
            <officerTitle></officerTitle>
            <otherText></otherText>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock, par value $0.01 per share</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>0</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Common Stock, par value $0.01 per share</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>3975620</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Bruckmann, Rosser, Sherrill &amp; Co. II, L.P.</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
        <nonDerivativeHolding>
            <securityTitle>
                <value>Series A Preferred Stock, par value $1.00 per share</value>
            </securityTitle>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>18821.99</value>
                    <footnoteId id="F1"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>I</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value>By Bruckmann, Rosser, Sherrill &amp; Co. II, L.P.</value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeHolding>
    </nonDerivativeTable>

    <derivativeTable></derivativeTable>

    <footnotes>
        <footnote id="F1">Bruckmann, Rosser, Sherrill &amp; Co. LLC, or BRS LLC, is the general partner of Bruckmann, Rosser, Sherrill &amp; Co. II, L.P., or BRS.  Mr. Bruckmann may be deemed to share beneficial ownership of the shares held by BRS by virtue of his status as a member and manager of BRS LLC. Mr. Bruckmann expressly disclaims beneficial ownership of any shares held by BRS that exceed his pecuniary interest therein.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>Bruce C. Bruckmann</signatureName>
        <signatureDate>2005-08-02</signatureDate>
    </ownerSignature>
</ownershipDocument>
