Sergeant Ronny Dozier, of the Deschutes County Sheriff's Office, said police were called to Lou Gillette's property in Dianne Road on Sunday morning.
"When the animal control technician arrived, he discovered that a two-year-old filly had been attacked during the night."
Gillette had found the filly injured when he went to feed the horse, he said.
The filly, owned by Jackie Wade, had extensive injuries to her right shoulder, right flank and left flank.
The decision was later made to euthanize the animal.
"Federal wildlife officer Jack Spencer was contacted regarding this incident and responded to the scene.
"Spencer confirmed the cougar attack, based on tracks located and the injuries sustained."