This guide explains how you can get your horse back when it disappears in Minecraft. A very simple and easy to follow guide is given below.
If your horse disappears then you have to restart the game or go to your saved file.
When you get back to your saved file, then you will find your horse there.
This thing happens on a more or less daily basis. When you see this happen, then just quit the game and go to your saved file. Your pony will be waiting for you there.