We have 3 pygmy goats (have horns) out with our 5 horses and never had a problem with either hurting each other on purpose. The goats do have an area they can go to get away from the horses when they start running around but normally they are out there with them jumping all over also. They all eat together and we have one goat and horse that actually play with each other the goat rears up to butt the horse and the horse pushes her with his nose. The goat will also wash the horses legs very funny

Over all the years they have been together a goat has only been stepped on once accidentally.