Hybridization capture approaches allow targeted high-throughput sequencing analysis at reduced costs compared to shotgun sequencing. Hybridization capture is particularly useful in analyses of genomic data from ancient, environmental, and forensic samples, where target content is low, DNA is fragmented and multiplex PCR or other targeted approaches often fail. Here, we describe a DNA bait synthesis approach for hybridization capture that we call Circular Nucleic acid Enrichment Reagent, or CNER (pronounced 'snare'). The CNER method uses rolling-circle amplification followed by restriction digestion to discretize microgram quantities of hybridization probes. We demonstrate the utility of the CNER method by generating probes for a panel of 23 771 known sites of single nucleotide polymorphism in the horse genome. Using these probes, we capture and sequence from a panel of ten ancient horse DNA libraries, comparing CNER capture efficiency to a commercially available approach. With about one million read pairs per sample, CNERs captured more targets (90.5% versus 66.5%) at greater mean depth than an alternative commercial approach.