Unihorn is a non-combat pet in Diablo III, added in patch 2.4.1. It drops from Menagerist Treasure Goblins.
"I have big plans today. I'm going to chew grass and wait for my nephalem to get back."— A Unihorn(src)
An innocent young girl named Claire discovered this creature. Reasoning that it has a horn and seems to love the unsullied, she decided it must be a unihorn. It's like a horse, but pointy.
Originally, there were two variations of this pet (white-blue and fiery-black), but only one made it into patch 2.4.1. The black version later became the Dream of Piers.