"Believe it or not, this has happened before with a few other ponies," public information officer Denise Bowden said in an email. "It's a vast area and sometimes they go back into the woods and don't come out for a long time and sometimes they go off to die."
Bowden said they are holding out hope Wild Star, the pony, will return during the Spring Roundup in April when the ponies undergo a health check.
"If she doesn't turn up for that then it's pretty safe to say she is deceased," Bowden said, "which is a shame because she is a young one."
The fire company owns the pony herd on the refuge.