Police say thoughtless youngsters may be responsible for the attack.
On Monday (March 29) morning it was discovered that the pregnant horse had been struck overnight by an air pellet whilst in fields at an equine centre off Hambrook Hill South.
The horse, which is expecting a foal in a few days, has been treated by a vet and has recovered.
PC Callie Mackinnon said; "This was a very unpleasant and dangerous act. Some young people have been seen playing in the area recently and we appeal to them and to anyone else who knows them to get in touch and meanwhile to take great care near animals.
"If you have information please contact us either online or by calling 101, quoting serial 457 of 29/03."