Pony rides subway in Berlin - video
A mystery blonde woman casually led the horse onto the train, with bemused commuters filming the incident.
According to the Daily Mail, passenger Jarkko Riihimaki said: "This was supposed to be a normal trip home with the S-Bahn.
"After one stop, a girl - pretty conventional looking - comes in with a pony. Yes, with a pony! I don't know what to say about the whole thing."
It is thought the pony could belong to a circus troupe that collects donations.
S-Bahn spokesman Burkhard Ahlert said: "One may smile but according to our transport regulations, this is clearly not allowed.
"This clearly violates our conditions of carriage. A horse can be dangerous. What if it escapes? The S-Bahn is no place for such animals. We have informed the police already."