The real story (supposedly) is the Lion made a grab for one of the dogs and the mule got it....Happened in Ariz.

I know a wild jackass mama will kill a Lion on ocassion and I have seen where this has happened on several ocassions..chunks of Lion over a 50 yard area stomped into mush....I am sure a mule could do this also, under the right conditions..Zebra are also know to kill preditors...

I don't think horses will, at least I have not heard of it, but a stud horse is capaple I would think...